+3.0%
BX vs SFM
+111.2%
-108.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.0% |
| 7D | -2.8% | -7.1% | +4.2% | -1.6% |
| 30D | +7.3% | -21.4% | +28.7% | +10.9% |
| 3M | -16.3% | -40.1% | +23.8% | -9.4% |
| 6M | +2.5% | -38.0% | +40.5% | +9.5% |
| YTD | -17.6% | -36.5% | +19.0% | -12.8% |
| 1Y | -12.4% | -35.2% | +22.8% | -7.8% |
| 3Y | +36.2% | +23.5% | +12.7% | +23.1% |
| 5Y | +3.0% | +109.7% | -106.7% | -17.0% |
| All | +3.0% | +111.2% | -108.2% | -17.0% |
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 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