+655.9%
STM vs BX
+673.1%
-17.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.1% |
| 7D | -1.4% | -5.6% | +4.2% | +1.9% |
| 30D | -4.9% | -12.2% | +7.3% | +2.2% |
| 3M | -34.0% | +7.4% | -41.4% | -37.8% |
| 6M | +51.8% | +22.2% | +29.7% | +29.8% |
| YTD | +99.4% | -14.0% | +113.4% | +110.7% |
| 1Y | +99.1% | -27.3% | +126.4% | +133.3% |
| 3Y | +19.5% | +24.5% | -5.1% | -3.3% |
| 5Y | +19.5% | +18.9% | +0.6% | -6.6% |
| All | +655.9% | +673.1% | -17.2% | +118.6% |
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