+838.5%
BX vs SM
-0.7%
+839.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.5% |
| 3M | -18.3% | +1.7% | -19.9% | -19.7% |
| 6M | -1.5% | +5.9% | -7.4% | -5.2% |
| YTD | -19.9% | +79.0% | -98.9% | -31.9% |
| 1Y | -14.5% | +84.7% | -99.2% | -27.9% |
| 3Y | +32.3% | -3.5% | +35.8% | +24.4% |
| 5Y | -1.1% | +4.9% | -6.1% | -12.8% |
| 10Y | +657.8% | +17.7% | +640.1% | +310.9% |
| All | +838.5% | -0.7% | +839.2% | +125.4% |
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