+18.8%
BX vs SBAC
-44.9%
+63.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.2% |
| 7D | -5.7% | +0.2% | -5.8% | -5.7% |
| 30D | -8.9% | +3.9% | -12.7% | -10.3% |
| 3M | +8.4% | -8.2% | +16.6% | +11.7% |
| 6M | +18.9% | -2.8% | +21.7% | +18.1% |
| YTD | -13.6% | -1.5% | -12.1% | -15.1% |
| 1Y | -22.4% | 0.0% | -22.5% | -24.5% |
| 3Y | +26.0% | -8.4% | +34.4% | +22.2% |
| 5Y | +18.8% | -43.5% | +62.3% | +55.5% |
| All | +18.8% | -44.9% | +63.7% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling