-22.4%
BX vs SN
+47.1%
-69.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.3% | -2.6% |
| 7D | -5.7% | -3.4% | -2.3% | -4.6% |
| 30D | -8.9% | -9.1% | +0.2% | -6.2% |
| 3M | +8.4% | +31.8% | -23.4% | -0.5% |
| 6M | +18.9% | +52.0% | -33.1% | +4.4% |
| YTD | -13.6% | +51.3% | -64.9% | -23.7% |
| 1Y | -22.4% | +46.9% | -69.3% | -25.9% |
| All | -22.4% | +47.1% | -69.6% | -25.9% |
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