+26.5%
BX vs SMR
+11.2%
+15.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +15.3% | -16.9% | -3.1% |
| 7D | -2.0% | +21.4% | -23.4% | -4.0% |
| 30D | -2.3% | +13.8% | -16.2% | -3.8% |
| 3M | +18.5% | +3.9% | +14.6% | +17.0% |
| 6M | +23.7% | -4.2% | +27.9% | +22.0% |
| YTD | -10.4% | -21.1% | +10.7% | -10.5% |
| 1Y | -19.6% | -67.1% | +47.5% | -14.5% |
| 3Y | +30.8% | +88.9% | -58.1% | +1.8% |
| All | +26.5% | +11.2% | +15.3% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling