+35.5%
BX vs SN
+476.8%
-441.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.3% | -2.7% |
| 7D | -5.7% | -3.4% | -2.3% | -4.7% |
| 30D | -8.9% | -9.1% | +0.2% | -6.3% |
| 3M | +8.4% | +31.8% | -23.4% | -0.4% |
| 6M | +18.9% | +52.0% | -33.1% | +4.2% |
| YTD | -13.6% | +51.3% | -64.9% | -24.3% |
| 1Y | -22.4% | +46.9% | -69.3% | -31.7% |
| 3Y | +26.0% | +394.9% | -368.9% | -8.5% |
| All | +35.5% | +476.8% | -441.3% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling