+25.1%
BX vs SGI
+55.1%
-30.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.7% | -2.8% |
| 7D | -5.7% | +0.6% | -6.3% | -5.9% |
| 30D | -8.9% | +5.5% | -14.4% | -11.2% |
| 3M | +8.4% | -3.6% | +12.0% | +9.6% |
| 6M | +18.9% | -15.0% | +34.0% | +26.2% |
| YTD | -13.6% | -23.0% | +9.4% | -4.5% |
| 1Y | -22.4% | -18.4% | -4.0% | -17.4% |
| All | +25.1% | +55.1% | -30.0% | -4.0% |
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