+228.9%
BX vs SITM
+4,507.3%
-4,278.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | -2.0% | +8.4% | -10.3% | -3.6% |
| 30D | -2.3% | -17.4% | +15.1% | +0.9% |
| 3M | +18.5% | -9.8% | +28.4% | +17.6% |
| 6M | +23.7% | +83.0% | -59.2% | +2.5% |
| YTD | -10.4% | +69.6% | -79.9% | -25.4% |
| 1Y | -19.6% | +144.9% | -164.5% | -39.5% |
| 3Y | +30.8% | +429.9% | -399.1% | -24.4% |
| 5Y | +24.3% | +169.2% | -144.8% | -24.3% |
| All | +228.9% | +4,507.3% | -4,278.4% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling