+967.7%
BX vs SM
+10.4%
+957.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.6% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +0.1% | +26.3% | -26.2% | -4.8% |
| 3M | +16.0% | +8.7% | +7.3% | +12.8% |
| 6M | +21.6% | +51.7% | -30.1% | +8.8% |
| YTD | -8.9% | +99.0% | -107.9% | -23.3% |
| 1Y | -16.6% | +34.6% | -51.2% | -24.3% |
| 3Y | +43.3% | -7.8% | +51.1% | +37.0% |
| 5Y | +25.7% | +104.8% | -79.1% | -2.6% |
| 10Y | +689.5% | +7.2% | +682.3% | +346.5% |
| All | +967.7% | +10.4% | +957.3% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling