+890.6%
BX vs SFM
+46.8%
+843.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 3M | -18.3% | -40.3% | +22.0% | -11.7% |
| 6M | -1.5% | -40.9% | +39.3% | +6.0% |
| YTD | -19.9% | -35.5% | +15.6% | -15.6% |
| 1Y | -14.5% | -37.4% | +22.9% | -9.4% |
| 3Y | +32.3% | +25.5% | +6.8% | +21.7% |
| 5Y | -1.1% | +113.0% | -114.1% | -18.7% |
| 10Y | +657.8% | +136.3% | +521.5% | +477.7% |
| All | +890.6% | +46.8% | +843.8% | +733.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling