+635.8%
BX vs SFM
+140.2%
+495.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.2% |
| 7D | +0.6% | +6.0% | -5.5% | -0.4% |
| 30D | +14.2% | -19.5% | +33.7% | +17.4% |
| 3M | -18.7% | -37.0% | +18.3% | -13.3% |
| 6M | +2.5% | -41.0% | +43.5% | +10.0% |
| YTD | -18.8% | -34.6% | +15.8% | -14.8% |
| 1Y | -10.3% | -36.3% | +26.0% | -5.6% |
| 3Y | +35.4% | +24.5% | +10.9% | +25.9% |
| 5Y | +0.3% | +115.9% | -115.6% | -16.0% |
| All | +635.8% | +140.2% | +495.7% | +520.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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