+18.4%
BX vs SITM
+187.3%
-168.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.1% | +1.2% |
| 7D | -5.6% | +3.9% | -9.5% | -6.4% |
| 30D | -12.2% | -6.6% | -5.6% | -11.4% |
| 3M | +7.4% | -11.9% | +19.3% | +7.2% |
| 6M | +22.2% | +81.1% | -59.0% | -1.8% |
| YTD | -14.0% | +80.0% | -94.0% | -31.9% |
| 1Y | -27.3% | +145.8% | -173.1% | -48.4% |
| 3Y | +24.5% | +475.9% | -451.3% | -39.1% |
| All | +18.4% | +187.3% | -168.8% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling