-8.5%
BX vs SN
+156.5%
-164.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.1% | +4.8% |
| 7D | +8.3% | +10.6% | -2.3% | +4.8% |
| 30D | +13.5% | +20.0% | -6.5% | +7.1% |
| 3M | -7.6% | +30.4% | -38.0% | -15.1% |
| 6M | +4.0% | +91.0% | -86.9% | -16.2% |
| YTD | -15.2% | +95.9% | -111.1% | -31.3% |
| 1Y | -8.5% | +158.9% | -167.4% | -30.8% |
| All | -8.5% | +156.5% | -164.9% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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