+661.1%
BX vs SIRI
-10.2%
+671.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.2% |
| 7D | -5.6% | +0.6% | -6.2% | -5.8% |
| 30D | -12.2% | +2.5% | -14.7% | -13.0% |
| 3M | +7.4% | +6.6% | +0.8% | +5.0% |
| 6M | +22.2% | +32.9% | -10.7% | +11.0% |
| YTD | -14.0% | +50.5% | -64.5% | -25.3% |
| 1Y | -27.3% | +28.0% | -55.3% | -33.7% |
| 3Y | +24.5% | -22.4% | +47.0% | +24.6% |
| 5Y | +18.9% | -41.3% | +60.2% | +23.8% |
| All | +661.1% | -10.2% | +671.3% | +484.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling