+30.8%
BX vs SFM
+96.9%
-66.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -0.6% |
| 7D | -2.0% | -5.8% | +3.8% | -1.1% |
| 30D | -2.3% | -11.4% | +9.1% | -0.6% |
| 3M | +18.5% | -12.2% | +30.7% | +20.4% |
| 6M | +23.7% | -5.2% | +28.9% | +23.3% |
| YTD | -10.4% | -4.5% | -5.9% | -10.9% |
| 1Y | -19.6% | -45.4% | +25.8% | -10.6% |
| 3Y | +30.8% | +91.1% | -60.3% | +13.5% |
| All | +30.8% | +96.9% | -66.1% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling