+625.7%
BX vs SFM
+137.0%
+488.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.5% | -3.1% |
| 7D | -1.1% | -0.4% | -0.6% | -1.0% |
| 30D | +8.8% | -19.2% | +28.0% | +11.7% |
| 3M | -18.3% | -40.3% | +22.0% | -12.0% |
| 6M | -1.5% | -40.9% | +39.3% | +5.6% |
| YTD | -19.9% | -35.5% | +15.6% | -15.8% |
| 1Y | -14.5% | -37.4% | +22.9% | -9.7% |
| 3Y | +32.3% | +25.5% | +6.8% | +22.8% |
| 5Y | -1.1% | +113.0% | -114.1% | -17.0% |
| All | +625.7% | +137.0% | +488.7% | +513.0% |
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