+661.1%
BX vs SRE
+122.3%
+538.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | -5.6% | -0.8% | -4.8% | -5.2% |
| 30D | -12.2% | -3.0% | -9.2% | -11.2% |
| 3M | +7.4% | -8.3% | +15.7% | +11.7% |
| 6M | +22.2% | -8.9% | +31.1% | +27.1% |
| YTD | -14.0% | -4.3% | -9.7% | -13.2% |
| 1Y | -27.3% | +2.7% | -30.0% | -29.6% |
| 3Y | +24.5% | +28.7% | -4.1% | +2.8% |
| 5Y | +18.9% | +47.1% | -28.3% | -8.4% |
| All | +661.1% | +122.3% | +538.7% | +423.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling