-10.3%
BX vs SN
+141.7%
-152.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.4% |
| 7D | +0.6% | +1.5% | -1.0% | +0.1% |
| 30D | +14.2% | +21.5% | -7.3% | +7.0% |
| 3M | -18.7% | +20.0% | -38.8% | -23.6% |
| 6M | +2.5% | +119.9% | -117.5% | -21.7% |
| YTD | -18.8% | +102.3% | -121.1% | -35.5% |
| 1Y | -10.3% | +148.0% | -158.3% | -33.4% |
| All | -10.3% | +141.7% | -152.0% | -33.4% |
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