+21.5%
BX vs SITM
+423.6%
-402.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.2% |
| 7D | -8.9% | +4.8% | -13.8% | -9.6% |
| 30D | -14.8% | -9.7% | -5.1% | -13.8% |
| 3M | +6.9% | -9.3% | +16.3% | +6.2% |
| 6M | +16.3% | +69.5% | -53.2% | -0.8% |
| YTD | -16.1% | +70.5% | -86.6% | -29.4% |
| 1Y | -26.8% | +145.3% | -172.0% | -44.4% |
| All | +21.5% | +423.6% | -402.1% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling