+851.5%
BX vs SGI
+891.6%
-40.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.6% | -5.3% | +5.9% | +2.4% |
| 30D | +14.2% | -2.1% | +16.3% | +15.1% |
| 3M | -18.7% | -8.2% | -10.6% | -16.5% |
| 6M | +2.5% | -4.6% | +7.0% | +3.7% |
| YTD | -18.8% | -31.5% | +12.6% | -9.2% |
| 1Y | -10.3% | -30.8% | +20.5% | -0.1% |
| 3Y | +35.4% | +67.2% | -31.8% | +12.0% |
| 5Y | +0.3% | +42.5% | -42.2% | -14.8% |
| 10Y | +668.4% | +321.9% | +346.5% | +302.3% |
| All | +851.5% | +891.6% | -40.1% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling