+35.4%
BX vs SGI
+67.2%
-31.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.6% | -5.3% | +5.9% | +3.3% |
| 30D | +14.2% | -2.1% | +16.3% | +15.3% |
| 3M | -18.7% | -8.2% | -10.6% | -15.5% |
| 6M | +2.5% | -4.6% | +7.0% | +4.0% |
| YTD | -18.8% | -31.5% | +12.6% | -5.0% |
| 1Y | -10.3% | -30.8% | +20.5% | +4.1% |
| 3Y | +35.4% | +67.2% | -31.8% | +1.4% |
| All | +35.4% | +67.2% | -31.8% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling