+98.3%
STM vs BX
-12.5%
+110.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | +12.0% | +0.6% | +11.4% | +11.9% |
| 30D | -0.4% | +14.2% | -14.6% | -3.0% |
| 3M | -13.2% | -18.7% | +5.6% | -8.5% |
| 6M | -26.1% | +2.5% | -28.5% | -26.7% |
| YTD | +81.2% | -18.8% | +100.0% | +100.8% |
| 1Y | +98.3% | -10.3% | +108.6% | +100.2% |
| All | +98.3% | -12.5% | +110.8% | +100.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling