+24.3%
BX vs SO
+61.3%
-37.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -2.0% | +1.0% | -3.0% | -2.3% |
| 30D | -2.3% | -3.2% | +0.9% | -1.4% |
| 3M | +18.5% | -1.7% | +20.2% | +18.8% |
| 6M | +23.7% | -7.2% | +30.9% | +26.0% |
| YTD | -10.4% | +4.6% | -14.9% | -12.5% |
| 1Y | -19.6% | +1.2% | -20.8% | -20.6% |
| 3Y | +30.8% | +45.3% | -14.5% | +7.1% |
| 5Y | +24.3% | +58.7% | -34.4% | -2.0% |
| All | +24.3% | +61.3% | -37.0% | -2.0% |
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