-8.5%
BX vs SE
-48.0%
+39.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.5% | +1.8% | +5.4% |
| 7D | +8.3% | +6.7% | +1.6% | +7.0% |
| 30D | +13.5% | -17.2% | +30.7% | +17.7% |
| 3M | -7.6% | -28.0% | +20.4% | -1.6% |
| 6M | +4.0% | -6.1% | +10.2% | +4.4% |
| YTD | -15.2% | -37.1% | +22.0% | -11.4% |
| 1Y | -8.5% | -48.8% | +40.3% | -5.6% |
| All | -8.5% | -48.0% | +39.6% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling