-26.8%
BX vs SGI
-20.9%
-5.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.8% |
| 7D | -8.9% | -4.9% | -4.0% | -7.3% |
| 30D | -14.8% | +1.6% | -16.4% | -15.3% |
| 3M | +6.9% | -3.2% | +10.1% | +7.7% |
| 6M | +16.3% | -16.0% | +32.3% | +20.7% |
| YTD | -16.1% | -25.4% | +9.3% | -10.5% |
| 1Y | -26.8% | -21.6% | -5.2% | -20.7% |
| All | -26.8% | -20.9% | -5.9% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling