+635.8%
BX vs SBAC
+114.8%
+521.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.7% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | +14.2% | +5.5% | +8.8% | +11.6% |
| 3M | -18.7% | +3.1% | -21.8% | -19.9% |
| 6M | +2.5% | -7.0% | +9.5% | +4.9% |
| YTD | -18.8% | +0.5% | -19.3% | -21.3% |
| 1Y | -10.3% | +0.2% | -10.5% | -13.0% |
| 3Y | +35.4% | -7.4% | +42.7% | +31.5% |
| 5Y | +0.3% | -39.7% | +40.0% | +21.4% |
| All | +635.8% | +114.8% | +521.0% | +526.1% |
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