+24.3%
BX vs SNAP
-92.9%
+117.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -2.0% | +1.5% | -3.5% | -2.3% |
| 30D | -2.3% | +1.9% | -4.2% | -2.9% |
| 3M | +18.5% | -3.9% | +22.4% | +18.4% |
| 6M | +23.7% | +5.2% | +18.5% | +20.6% |
| YTD | -10.4% | -32.7% | +22.4% | -5.1% |
| 1Y | -19.6% | -24.8% | +5.2% | -17.0% |
| 3Y | +30.8% | -42.2% | +73.0% | +31.6% |
| 5Y | +24.3% | -92.7% | +117.0% | +49.2% |
| All | +24.3% | -92.9% | +117.2% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling