-22.4%
BX vs SO
+0.6%
-23.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.7% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | -8.9% | -2.5% | -6.4% | -9.2% |
| 3M | +8.4% | -4.2% | +12.6% | +7.8% |
| 6M | +18.9% | -7.7% | +26.6% | +17.0% |
| YTD | -13.6% | +3.8% | -17.4% | -14.1% |
| 1Y | -22.4% | +0.1% | -22.5% | -18.4% |
| All | -22.4% | +0.6% | -23.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling