+517.0%
BX vs SNAP
-78.1%
+595.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +0.6% | +6.0% | -5.5% | -0.5% |
| 30D | +14.2% | -13.8% | +28.0% | +17.0% |
| 3M | -18.7% | -0.8% | -18.0% | -19.0% |
| 6M | +2.5% | -6.2% | +8.7% | +2.5% |
| YTD | -18.8% | -34.8% | +16.0% | -14.3% |
| 1Y | -10.3% | -38.7% | +28.4% | -4.5% |
| 3Y | +35.4% | -53.5% | +88.8% | +41.9% |
| 5Y | +0.3% | -90.2% | +90.5% | +19.3% |
| All | +517.0% | -78.1% | +595.1% | +441.8% |
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