+25.1%
BX vs SRE
+30.8%
-5.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.4% |
| 7D | -5.7% | +1.5% | -7.1% | -6.2% |
| 30D | -8.9% | +0.8% | -9.7% | -9.5% |
| 3M | +8.4% | -5.8% | +14.2% | +10.5% |
| 6M | +18.9% | -7.8% | +26.7% | +22.1% |
| YTD | -13.6% | -2.4% | -11.3% | -13.8% |
| 1Y | -22.4% | +8.9% | -31.3% | -26.6% |
| All | +25.1% | +30.8% | -5.7% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling