+866.0%
BX vs STT
+286.5%
+579.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.2% |
| 7D | -2.8% | +0.4% | -3.3% | -3.0% |
| 30D | +7.3% | -0.4% | +7.7% | +7.6% |
| 3M | -16.3% | -6.5% | -9.8% | -13.6% |
| 6M | +2.5% | +17.2% | -14.7% | -5.3% |
| YTD | -17.6% | +38.2% | -55.8% | -29.8% |
| 1Y | -12.4% | +49.3% | -61.7% | -28.2% |
| 3Y | +36.2% | +181.9% | -145.7% | -17.2% |
| 5Y | +3.0% | +106.9% | -103.9% | -28.2% |
| 10Y | +680.0% | +203.1% | +476.9% | +326.8% |
| All | +866.0% | +286.5% | +579.5% | +255.5% |
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