+907.8%
BX vs SU
+151.8%
+756.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -5.6% | +2.2% | -7.8% | -6.6% |
| 30D | -12.2% | +8.4% | -20.7% | -15.6% |
| 3M | +7.4% | +12.1% | -4.7% | +1.1% |
| 6M | +22.2% | +19.7% | +2.5% | +10.1% |
| YTD | -14.0% | +58.4% | -72.4% | -32.1% |
| 1Y | -27.3% | +67.2% | -94.5% | -44.2% |
| 3Y | +24.5% | +125.0% | -100.5% | -18.8% |
| 5Y | +18.9% | +355.1% | -336.2% | -47.7% |
| 10Y | +665.4% | +263.7% | +401.7% | +215.6% |
| All | +907.8% | +151.8% | +756.0% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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