+882.1%
BX vs SO
+542.2%
+339.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.1% |
| 7D | +3.3% | -1.1% | +4.4% | +3.9% |
| 30D | +9.6% | +8.6% | +1.0% | +4.8% |
| 3M | -8.7% | +1.8% | -10.5% | -9.6% |
| 6M | +2.2% | +3.6% | -1.4% | -0.2% |
| YTD | -16.2% | +9.9% | -26.1% | -21.5% |
| 1Y | -11.5% | +5.7% | -17.2% | -15.3% |
| 3Y | +41.0% | +52.5% | -11.5% | +5.9% |
| 5Y | +1.1% | +77.3% | -76.2% | -31.7% |
| 10Y | +710.1% | +186.8% | +523.3% | +285.8% |
| All | +882.1% | +542.2% | +339.9% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling