+661.1%
BX vs SM
+23.0%
+638.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -5.6% | +4.6% | -10.2% | -6.2% |
| 30D | -12.2% | +18.2% | -30.4% | -14.3% |
| 3M | +7.4% | +22.5% | -15.1% | +3.8% |
| 6M | +22.2% | +50.6% | -28.4% | +13.6% |
| YTD | -14.0% | +108.1% | -122.1% | -23.9% |
| 1Y | -27.3% | +46.0% | -73.3% | -32.6% |
| 3Y | +24.5% | +2.9% | +21.7% | +19.1% |
| 5Y | +18.9% | +112.6% | -93.7% | +2.1% |
| All | +661.1% | +23.0% | +638.1% | +402.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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