+42.9%
BX vs SN
+490.7%
-447.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -4.4% | -9.3% | +5.0% | -1.6% |
| 30D | +0.1% | -4.8% | +4.9% | +1.5% |
| 3M | +16.0% | +40.4% | -24.4% | +4.6% |
| 6M | +21.6% | +50.9% | -29.3% | +6.8% |
| YTD | -8.9% | +54.9% | -63.8% | -20.7% |
| 1Y | -16.6% | +43.0% | -59.6% | -26.1% |
| 3Y | +43.3% | +391.8% | -348.5% | +3.2% |
| All | +42.9% | +490.7% | -447.8% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling