+18.8%
BX vs SFM
+217.9%
-199.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.3% | -3.0% |
| 7D | -5.7% | -7.2% | +1.5% | -4.5% |
| 30D | -8.9% | -14.3% | +5.4% | -6.5% |
| 3M | +8.4% | -13.7% | +22.1% | +10.7% |
| 6M | +18.9% | -6.0% | +24.9% | +18.8% |
| YTD | -13.6% | -8.2% | -5.4% | -13.6% |
| 1Y | -22.4% | -46.2% | +23.8% | -14.1% |
| 3Y | +26.0% | +83.6% | -57.5% | +7.9% |
| 5Y | +18.8% | +212.7% | -193.9% | -6.4% |
| All | +18.8% | +217.9% | -199.1% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling