+37.4%
BX vs SBAC
-6.8%
+44.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -2.8% | -2.8% | 0.0% | -2.2% |
| 30D | +7.3% | +3.1% | +4.2% | +6.6% |
| 3M | -16.3% | +5.1% | -21.5% | -17.2% |
| 6M | +2.5% | -11.4% | +13.9% | +4.5% |
| YTD | -17.6% | +0.2% | -17.8% | -18.3% |
| 1Y | -12.4% | -3.9% | -8.4% | -12.2% |
| All | +37.4% | -6.8% | +44.3% | +40.0% |
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