-27.3%
BX vs SYY
+6.6%
-33.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.5% |
| 7D | -5.6% | +3.9% | -9.6% | -5.6% |
| 30D | -12.2% | -1.7% | -10.5% | -12.2% |
| 3M | +7.4% | +5.2% | +2.2% | +7.4% |
| 6M | +22.2% | -0.2% | +22.4% | +22.0% |
| YTD | -14.0% | +15.4% | -29.4% | -16.9% |
| 1Y | -27.3% | +5.6% | -32.9% | -28.5% |
| All | -27.3% | +6.6% | -33.9% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling