+25.1%
BX vs SBAC
-8.7%
+33.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.4% |
| 7D | -5.7% | +0.2% | -5.8% | -5.7% |
| 30D | -8.9% | +3.9% | -12.7% | -9.6% |
| 3M | +8.4% | -8.2% | +16.6% | +10.3% |
| 6M | +18.9% | -2.8% | +21.7% | +19.1% |
| YTD | -13.6% | -1.5% | -12.1% | -14.1% |
| 1Y | -22.4% | 0.0% | -22.5% | -23.2% |
| All | +25.1% | -8.7% | +33.8% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling