+912.2%
BX vs SIRI
+25.0%
+887.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.5% |
| 7D | -5.7% | -3.9% | -1.8% | -4.8% |
| 30D | -8.9% | -0.8% | -8.1% | -8.8% |
| 3M | +8.4% | +4.3% | +4.1% | +7.2% |
| 6M | +18.9% | +34.1% | -15.1% | +10.8% |
| YTD | -13.6% | +47.3% | -60.9% | -21.5% |
| 1Y | -22.4% | +22.9% | -45.4% | -26.7% |
| 3Y | +26.0% | -24.6% | +50.6% | +27.0% |
| 5Y | +18.8% | -43.2% | +62.0% | +23.6% |
| 10Y | +668.7% | -12.3% | +681.1% | +627.9% |
| All | +912.2% | +25.0% | +887.2% | +741.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling