+425.7%
BX vs SE
+562.7%
-137.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -8.9% | -4.8% | -4.1% | -7.9% |
| 30D | -14.8% | -18.1% | +3.3% | -11.0% |
| 3M | +6.9% | +30.6% | -23.7% | +0.1% |
| 6M | +16.3% | +20.8% | -4.5% | +10.3% |
| YTD | -16.1% | -15.6% | -0.5% | -14.2% |
| 1Y | -26.8% | -44.2% | +17.4% | -18.4% |
| 3Y | +22.4% | +181.5% | -159.1% | -8.9% |
| 5Y | +16.0% | -66.9% | +82.9% | +23.0% |
| All | +425.7% | +562.7% | -137.1% | +198.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling