+1.1%
BX vs SO
+79.3%
-78.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.4% |
| 7D | +3.3% | -1.1% | +4.4% | +3.6% |
| 30D | +9.6% | +8.6% | +1.0% | +7.0% |
| 3M | -8.7% | +1.8% | -10.5% | -9.2% |
| 6M | +2.2% | +3.6% | -1.4% | +0.9% |
| YTD | -16.2% | +9.9% | -26.1% | -19.3% |
| 1Y | -11.5% | +5.7% | -17.2% | -13.7% |
| 3Y | +41.0% | +52.5% | -11.5% | +13.9% |
| 5Y | +1.1% | +77.3% | -76.2% | -19.2% |
| All | +1.1% | +79.3% | -78.2% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling