+1,027.0%
BX vs SFM
+132.6%
+894.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.6% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | +0.1% | -4.4% | +4.5% | +0.7% |
| 3M | +16.0% | +1.5% | +14.5% | +15.0% |
| 6M | +21.6% | +6.5% | +15.1% | +19.0% |
| YTD | -8.9% | +2.2% | -11.1% | -10.4% |
| 1Y | -16.6% | -41.9% | +25.3% | -10.0% |
| 3Y | +43.3% | +106.8% | -63.4% | +22.1% |
| 5Y | +25.7% | +231.6% | -205.9% | -3.4% |
| 10Y | +689.5% | +258.4% | +431.1% | +463.7% |
| All | +1,027.0% | +132.6% | +894.5% | +784.7% |
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