-8.5%
BX vs SITM
+47.5%
-56.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.4% | +15.6% | +6.4% |
| 7D | +8.3% | -19.5% | +27.8% | +8.7% |
| 30D | +13.5% | -43.2% | +56.7% | +15.2% |
| 3M | -7.6% | -30.8% | +23.2% | -7.2% |
| 6M | +4.0% | -28.6% | +32.6% | +2.7% |
| YTD | -15.2% | +14.2% | -29.4% | -20.3% |
| 1Y | -8.5% | +44.4% | -52.9% | -15.9% |
| All | -8.5% | +47.5% | -56.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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