+642.7%
BX vs SBAC
+83.0%
+559.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.6% |
| 7D | -8.9% | -5.3% | -3.6% | -6.7% |
| 30D | -14.8% | +0.4% | -15.2% | -14.9% |
| 3M | +6.9% | -11.9% | +18.8% | +12.4% |
| 6M | +16.3% | -4.5% | +20.8% | +16.0% |
| YTD | -16.1% | -4.3% | -11.7% | -16.7% |
| 1Y | -26.8% | -3.9% | -22.9% | -27.6% |
| 3Y | +22.4% | -11.0% | +33.4% | +20.9% |
| 5Y | +16.0% | -44.1% | +60.1% | +45.1% |
| All | +642.7% | +83.0% | +559.7% | +583.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling