+967.7%
BX vs SBAC
+532.1%
+435.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.4% |
| 7D | -4.4% | -0.8% | -3.6% | -3.9% |
| 30D | +0.1% | +6.9% | -6.8% | -4.1% |
| 3M | +16.0% | -8.2% | +24.2% | +21.0% |
| 6M | +21.6% | -1.6% | +23.3% | +18.2% |
| YTD | -8.9% | -0.1% | -8.8% | -12.9% |
| 1Y | -16.6% | -0.5% | -16.2% | -20.3% |
| 3Y | +43.3% | -9.1% | +52.4% | +37.6% |
| 5Y | +25.7% | -43.8% | +69.5% | +63.5% |
| 10Y | +689.5% | +80.5% | +609.0% | +317.0% |
| All | +967.7% | +532.1% | +435.6% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling