+950.6%
BX vs SYY
+317.9%
+632.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -2.0% | -2.8% | +0.8% | -0.4% |
| 30D | -2.3% | -5.3% | +3.0% | +0.7% |
| 3M | +18.5% | +5.1% | +13.4% | +14.7% |
| 6M | +23.7% | -5.0% | +28.7% | +24.8% |
| YTD | -10.4% | +10.7% | -21.1% | -18.3% |
| 1Y | -19.6% | +0.7% | -20.2% | -22.5% |
| 3Y | +30.8% | +24.0% | +6.8% | +8.8% |
| 5Y | +24.3% | +19.3% | +5.1% | +6.4% |
| 10Y | +679.5% | +96.4% | +583.1% | +297.7% |
| All | +950.6% | +317.9% | +632.8% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling