+30.8%
BX vs SN
+430.5%
-399.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.3% | -5.6% | +3.3% | -0.4% |
| 3M | +18.5% | +48.1% | -29.5% | +3.0% |
| 6M | +23.7% | +57.6% | -33.9% | +4.6% |
| YTD | -10.4% | +56.5% | -66.9% | -24.2% |
| 1Y | -19.6% | +52.6% | -72.1% | -31.7% |
| 3Y | +30.8% | +412.0% | -381.2% | -21.4% |
| All | +30.8% | +430.5% | -399.7% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling