-8.5%
BX vs SRE
-7.5%
-1.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.6% |
| 7D | +8.3% | -2.1% | +10.4% | +8.5% |
| 30D | +13.5% | +6.1% | +7.5% | +12.5% |
| 3M | -7.6% | -3.5% | -4.1% | -7.5% |
| 6M | +4.0% | -10.8% | +14.8% | +5.7% |
| YTD | -15.2% | -4.0% | -11.2% | -16.2% |
| 1Y | -8.5% | -7.7% | -0.8% | -8.7% |
| All | -8.5% | -7.5% | -1.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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