+967.7%
BX vs SO
+504.7%
+463.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | +0.1% | -4.6% | +4.7% | +2.6% |
| 3M | +16.0% | -3.0% | +19.1% | +17.5% |
| 6M | +21.6% | -8.3% | +29.9% | +26.6% |
| YTD | -8.9% | +3.5% | -12.4% | -11.8% |
| 1Y | -16.6% | -0.9% | -15.7% | -17.5% |
| 3Y | +43.3% | +45.4% | -2.0% | +10.3% |
| 5Y | +25.7% | +59.6% | -33.9% | -9.9% |
| 10Y | +689.5% | +156.6% | +532.9% | +302.4% |
| All | +967.7% | +504.7% | +463.0% | +161.7% |
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