-27.3%
BX vs SBAC
-2.5%
-24.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.2% | +2.2% |
| 7D | -5.6% | -2.1% | -3.5% | -5.3% |
| 30D | -12.2% | +2.0% | -14.2% | -12.4% |
| 3M | +7.4% | -8.3% | +15.7% | +8.8% |
| 6M | +22.2% | +0.3% | +21.8% | +23.0% |
| YTD | -14.0% | -2.2% | -11.8% | -13.5% |
| 1Y | -27.3% | -4.6% | -22.7% | -24.6% |
| All | -27.3% | -2.5% | -24.8% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling