+950.6%
BX vs SRE
+411.5%
+539.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.7% |
| 7D | -2.0% | +1.4% | -3.4% | -2.9% |
| 30D | -2.3% | +1.9% | -4.2% | -4.0% |
| 3M | +18.5% | -3.3% | +21.8% | +20.0% |
| 6M | +23.7% | -6.4% | +30.1% | +27.4% |
| YTD | -10.4% | -1.8% | -8.5% | -10.8% |
| 1Y | -19.6% | +10.7% | -30.3% | -26.1% |
| 3Y | +30.8% | +31.8% | -1.0% | +3.4% |
| 5Y | +24.3% | +49.2% | -24.9% | -9.5% |
| 10Y | +679.5% | +118.5% | +560.9% | +310.3% |
| All | +950.6% | +411.5% | +539.1% | +158.7% |
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 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