+661.1%
BX vs SNY
+64.5%
+596.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -5.6% | -3.3% | -2.3% | -4.3% |
| 30D | -12.2% | -2.2% | -10.1% | -11.5% |
| 3M | +7.4% | -3.0% | +10.4% | +8.6% |
| 6M | +22.2% | +2.7% | +19.4% | +20.8% |
| YTD | -14.0% | -6.8% | -7.2% | -11.9% |
| 1Y | -27.3% | -5.3% | -22.0% | -26.3% |
| 3Y | +24.5% | -9.8% | +34.3% | +24.4% |
| 5Y | +18.9% | +9.7% | +9.2% | +4.5% |
| All | +661.1% | +64.5% | +596.5% | +497.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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