+24.5%
BX vs SIRI
-22.6%
+47.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.3% |
| 7D | -5.6% | +0.6% | -6.2% | -5.7% |
| 30D | -12.2% | +2.5% | -14.7% | -12.8% |
| 3M | +7.4% | +6.6% | +0.8% | +5.8% |
| 6M | +22.2% | +32.9% | -10.7% | +14.6% |
| YTD | -14.0% | +50.5% | -64.5% | -21.7% |
| 1Y | -27.3% | +28.0% | -55.3% | -31.6% |
| 3Y | +24.5% | -22.4% | +47.0% | +25.8% |
| All | +24.5% | -22.6% | +47.1% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling