+18.8%
BX vs SM
+119.2%
-100.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.2% | -3.8% |
| 7D | -5.7% | -0.2% | -5.4% | -5.7% |
| 30D | -8.9% | +20.3% | -29.2% | -12.7% |
| 3M | +8.4% | +22.9% | -14.5% | +2.3% |
| 6M | +18.9% | +47.8% | -28.9% | +5.1% |
| YTD | -13.6% | +107.5% | -121.1% | -30.7% |
| 1Y | -22.4% | +51.7% | -74.2% | -32.8% |
| 3Y | +26.0% | -0.9% | +26.9% | +16.3% |
| 5Y | +18.8% | +112.2% | -93.5% | -9.3% |
| All | +18.8% | +119.2% | -100.4% | -9.3% |
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