+851.5%
BX vs SRE
+380.0%
+471.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | +0.6% | +1.8% | -1.2% | -0.5% |
| 30D | +14.2% | -3.0% | +17.2% | +16.3% |
| 3M | -18.7% | -7.3% | -11.5% | -15.4% |
| 6M | +2.5% | -11.9% | +14.4% | +9.8% |
| YTD | -18.8% | -7.9% | -10.9% | -16.0% |
| 1Y | -10.3% | -11.1% | +0.8% | -5.2% |
| 3Y | +35.4% | +24.8% | +10.6% | +10.7% |
| 5Y | +0.3% | +52.4% | -52.1% | -28.2% |
| 10Y | +668.4% | +127.9% | +540.5% | +291.5% |
| All | +851.5% | +380.0% | +471.5% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling