+278.3%
STM vs BX
+833.1%
-554.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -7.9% | +3.7% | -11.6% | -9.4% |
| 30D | -14.1% | +8.2% | -22.4% | -17.5% |
| 3M | -17.6% | -12.7% | -4.9% | -13.5% |
| 6M | -24.2% | +1.0% | -25.2% | -26.4% |
| YTD | +73.3% | -17.2% | +90.5% | +82.4% |
| 1Y | +90.1% | -11.6% | +101.7% | +94.2% |
| 3Y | +10.3% | +36.8% | -26.4% | -7.7% |
| 5Y | -5.7% | +4.8% | -10.5% | -14.3% |
| 10Y | +444.1% | +672.8% | -228.7% | +125.8% |
| All | +278.3% | +833.1% | -554.8% | +13.1% |
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