+882.1%
BX vs STT
+279.2%
+602.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +2.2% |
| 7D | +3.3% | +0.9% | +2.3% | +2.9% |
| 30D | +9.6% | -2.3% | +11.9% | +10.9% |
| 3M | -8.7% | -7.0% | -1.7% | -5.4% |
| 6M | +2.2% | +15.5% | -13.3% | -4.9% |
| YTD | -16.2% | +35.6% | -51.8% | -28.0% |
| 1Y | -11.5% | +47.9% | -59.4% | -27.1% |
| 3Y | +41.0% | +181.1% | -140.1% | -14.1% |
| 5Y | +1.1% | +108.2% | -107.1% | -29.7% |
| 10Y | +710.1% | +201.0% | +509.1% | +345.2% |
| All | +882.1% | +279.2% | +602.9% | +265.0% |
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