+401.6%
BX vs SE
+358.6%
+43.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.0% |
| 7D | -1.1% | -1.5% | +0.4% | -0.7% |
| 30D | +8.8% | -22.3% | +31.1% | +14.9% |
| 3M | -18.3% | -41.8% | +23.6% | -8.1% |
| 6M | -1.5% | -22.4% | +20.9% | +3.2% |
| YTD | -19.9% | -41.6% | +21.7% | -11.4% |
| 1Y | -14.5% | -48.0% | +33.5% | -3.2% |
| 3Y | +32.3% | +63.9% | -31.6% | +11.4% |
| 5Y | -1.1% | -78.2% | +77.1% | +14.7% |
| All | +401.6% | +358.6% | +43.0% | +208.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling