+461.8%
STM vs BX
+648.5%
-186.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.3% | +2.1% |
| 7D | +16.3% | -1.1% | +17.4% | +17.0% |
| 30D | -6.3% | +8.8% | -15.1% | -11.6% |
| 3M | -14.1% | -18.3% | +4.2% | -4.8% |
| 6M | -19.6% | -1.5% | -18.0% | -21.7% |
| YTD | +80.1% | -19.9% | +100.1% | +96.3% |
| 1Y | +95.4% | -14.5% | +109.9% | +104.1% |
| 3Y | +14.7% | +32.3% | -17.6% | -11.7% |
| 5Y | -5.4% | -1.1% | -4.3% | -17.5% |
| All | +461.8% | +648.5% | -186.7% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 10y: compounded portfolio wealth divided by compounded BX 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…
10y analysis · Full analysis span regression · 6 months rolling