-9.8%
BX vs SARO
-22.5%
+12.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +1.8% |
| 7D | -5.6% | -3.1% | -2.5% | -4.3% |
| 30D | -12.2% | -12.2% | 0.0% | -7.4% |
| 3M | +7.4% | -7.4% | +14.8% | +10.2% |
| 6M | +22.2% | -15.3% | +37.4% | +29.3% |
| YTD | -14.0% | -16.2% | +2.2% | -8.8% |
| 1Y | -27.3% | -12.1% | -15.2% | -25.1% |
| All | -9.8% | -22.5% | +12.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SARO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling