+37.4%
BX vs SFM
+23.6%
+13.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.9% |
| 7D | -2.8% | -7.1% | +4.2% | -1.8% |
| 30D | +7.3% | -21.4% | +28.7% | +10.4% |
| 3M | -16.3% | -40.1% | +23.8% | -10.4% |
| 6M | +2.5% | -38.0% | +40.5% | +8.4% |
| YTD | -17.6% | -36.5% | +19.0% | -13.6% |
| 1Y | -12.4% | -35.2% | +22.8% | -8.6% |
| All | +37.4% | +23.6% | +13.8% | +39.3% |
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