+33.5%
BX vs SM
-3.8%
+37.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.2% | -8.0% | -3.7% |
| 7D | -1.1% | +10.6% | -11.7% | -2.8% |
| 30D | +8.8% | -15.0% | +23.8% | +11.2% |
| 3M | -18.3% | +1.7% | -19.9% | -20.0% |
| 6M | -1.5% | +5.9% | -7.4% | -5.9% |
| YTD | -19.9% | +79.0% | -98.9% | -36.6% |
| 1Y | -14.5% | +84.7% | -99.2% | -33.2% |
| All | +33.5% | -3.8% | +37.4% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling