+556.4%
BX vs SNAP
-77.9%
+634.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.4% | -3.3% |
| 7D | -5.7% | -5.0% | -0.7% | -4.8% |
| 30D | -8.9% | -0.7% | -8.1% | -8.9% |
| 3M | +8.4% | -5.0% | +13.4% | +8.6% |
| 6M | +18.9% | +3.5% | +15.4% | +16.7% |
| YTD | -13.6% | -34.2% | +20.6% | -8.8% |
| 1Y | -22.4% | -27.1% | +4.6% | -19.8% |
| 3Y | +26.0% | -43.5% | +69.5% | +28.1% |
| 5Y | +18.8% | -92.9% | +111.7% | +46.5% |
| All | +556.4% | -77.9% | +634.2% | +477.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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