+950.6%
BX vs STT
+323.5%
+627.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -2.0% | +2.2% | -4.1% | -3.0% |
| 30D | -2.3% | +3.9% | -6.2% | -4.2% |
| 3M | +18.5% | +19.2% | -0.7% | +8.5% |
| 6M | +23.7% | +60.4% | -36.7% | -2.2% |
| YTD | -10.4% | +51.5% | -61.8% | -27.1% |
| 1Y | -19.6% | +76.3% | -95.8% | -39.3% |
| 3Y | +30.8% | +200.7% | -169.9% | -23.0% |
| 5Y | +24.3% | +157.5% | -133.1% | -21.9% |
| 10Y | +679.5% | +262.0% | +417.5% | +291.6% |
| All | +950.6% | +323.5% | +627.1% | +269.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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