-16.6%
BX vs SIRI
+28.3%
-45.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.6% |
| 7D | -4.4% | +1.6% | -6.0% | -4.7% |
| 30D | +0.1% | -4.7% | +4.8% | +1.0% |
| 3M | +16.0% | +5.3% | +10.7% | +14.7% |
| 6M | +21.6% | +30.5% | -8.9% | +15.5% |
| YTD | -8.9% | +49.6% | -58.5% | -16.7% |
| 1Y | -16.6% | +28.5% | -45.1% | -20.5% |
| All | -16.6% | +28.3% | -45.0% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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