+907.8%
BX vs SNY
+133.1%
+774.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -5.6% | -3.3% | -2.3% | -3.7% |
| 30D | -12.2% | -2.2% | -10.1% | -11.1% |
| 3M | +7.4% | -3.0% | +10.4% | +9.1% |
| 6M | +22.2% | +2.7% | +19.4% | +19.9% |
| YTD | -14.0% | -6.8% | -7.2% | -10.9% |
| 1Y | -27.3% | -5.3% | -22.0% | -26.0% |
| 3Y | +24.5% | -9.8% | +34.3% | +22.8% |
| 5Y | +18.9% | +9.7% | +9.2% | -0.9% |
| 10Y | +665.4% | +64.5% | +600.9% | +354.7% |
| All | +907.8% | +133.1% | +774.7% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling