+25.1%
BX vs SMR
+81.4%
-56.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.3% | -3.4% |
| 7D | -5.7% | +13.1% | -18.7% | -6.8% |
| 30D | -8.9% | +17.8% | -26.6% | -10.4% |
| 3M | +8.4% | +8.1% | +0.3% | +6.8% |
| 6M | +18.9% | -11.1% | +30.0% | +18.2% |
| YTD | -13.6% | -23.7% | +10.1% | -13.5% |
| 1Y | -22.4% | -69.4% | +47.0% | -17.6% |
| All | +25.1% | +81.4% | -56.3% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling