-8.5%
BX vs SMR
-87.0%
+78.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.7% | +6.8% |
| 7D | +8.3% | -9.5% | +17.8% | +9.5% |
| 30D | +13.5% | -33.2% | +46.7% | +18.9% |
| 3M | -7.6% | -45.9% | +38.3% | -1.6% |
| 6M | +4.0% | -57.9% | +61.9% | +13.1% |
| YTD | -15.2% | -63.8% | +48.6% | -7.7% |
| 1Y | -8.5% | -85.6% | +77.1% | +7.1% |
| All | -8.5% | -87.0% | +78.5% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling