+215.5%
BX vs SITM
+4,789.7%
-4,574.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.1% | +1.4% |
| 7D | -5.6% | +3.9% | -9.5% | -6.3% |
| 30D | -12.2% | -6.6% | -5.6% | -11.5% |
| 3M | +7.4% | -11.9% | +19.3% | +7.2% |
| 6M | +22.2% | +81.1% | -59.0% | +1.7% |
| YTD | -14.0% | +80.0% | -94.0% | -29.3% |
| 1Y | -27.3% | +145.8% | -173.1% | -45.3% |
| 3Y | +24.5% | +475.9% | -451.3% | -29.2% |
| 5Y | +18.9% | +189.2% | -170.3% | -28.6% |
| All | +215.5% | +4,789.7% | -4,574.2% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling