+341.4%
STM vs BX
+927.0%
-585.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | +5.8% | -4.4% | +10.2% | +7.8% |
| 30D | -1.0% | +0.1% | -1.1% | -1.4% |
| 3M | -33.3% | +16.0% | -49.3% | -38.1% |
| 6M | +57.4% | +21.6% | +35.7% | +41.2% |
| YTD | +102.2% | -8.9% | +111.1% | +105.7% |
| 1Y | +99.6% | -16.6% | +116.2% | +111.2% |
| 3Y | +14.5% | +43.3% | -28.8% | -5.8% |
| 5Y | +21.4% | +25.7% | -4.3% | +2.7% |
| 10Y | +695.0% | +689.5% | +5.5% | +227.1% |
| All | +341.4% | +927.0% | -585.6% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling