+18.4%
BX vs SMR
+1.6%
+16.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.6% | +2.7% | -2.3% |
| 7D | -8.9% | +4.7% | -13.6% | -9.4% |
| 30D | -14.8% | +3.2% | -18.0% | -15.3% |
| 3M | +6.9% | +9.9% | -3.0% | +5.0% |
| 6M | +16.3% | -15.1% | +31.4% | +16.0% |
| YTD | -16.1% | -27.9% | +11.9% | -15.5% |
| 1Y | -26.8% | -70.2% | +43.5% | -21.4% |
| 3Y | +22.4% | +72.5% | -50.0% | -3.9% |
| All | +18.4% | +1.6% | +16.9% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling