+866.0%
BX vs SBAC
+534.1%
+331.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -2.8% | -2.8% | 0.0% | -1.1% |
| 30D | +7.3% | +3.1% | +4.2% | +5.2% |
| 3M | -16.3% | +5.1% | -21.5% | -19.1% |
| 6M | +2.5% | -11.4% | +13.9% | +8.7% |
| YTD | -17.6% | +0.2% | -17.8% | -21.5% |
| 1Y | -12.4% | -3.9% | -8.4% | -14.4% |
| 3Y | +36.2% | -7.7% | +43.8% | +29.5% |
| 5Y | +3.0% | -39.7% | +42.7% | +27.7% |
| 10Y | +680.0% | +111.9% | +568.1% | +267.8% |
| All | +866.0% | +534.1% | +331.8% | +44.1% |
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