-1.1%
BX vs SM
+5.1%
-6.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.2% | -8.0% | -3.9% |
| 7D | -1.1% | +10.6% | -11.7% | -3.2% |
| 30D | +8.8% | -15.0% | +23.8% | +11.6% |
| 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% | -35.0% |
| 1Y | -14.5% | +84.7% | -99.2% | -31.3% |
| 3Y | +32.3% | -3.5% | +35.8% | +21.1% |
| 5Y | -1.1% | +4.9% | -6.1% | -14.0% |
| All | -1.1% | +5.1% | -6.2% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling