+22.5%
STM vs BX
+26.0%
-3.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | +5.2% | -2.0% | +7.2% | +6.3% |
| 30D | -7.4% | -2.3% | -5.1% | -6.6% |
| 3M | -30.6% | +18.5% | -49.2% | -37.8% |
| 6M | +66.4% | +23.7% | +42.7% | +43.1% |
| YTD | +101.1% | -10.4% | +111.5% | +107.9% |
| 1Y | +97.4% | -19.6% | +116.9% | +117.1% |
| 3Y | +21.1% | +30.8% | -9.7% | -2.7% |
| 5Y | +22.5% | +24.3% | -1.9% | -4.2% |
| All | +22.5% | +26.0% | -3.6% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling