-16.6%
BX vs SPG
+21.3%
-38.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -4.4% | -2.4% | -2.0% | -3.2% |
| 30D | +0.1% | -6.8% | +6.9% | +3.8% |
| 3M | +16.0% | +2.7% | +13.3% | +13.5% |
| 6M | +21.6% | +5.5% | +16.2% | +16.2% |
| YTD | -8.9% | +15.7% | -24.6% | -16.2% |
| 1Y | -16.6% | +20.9% | -37.5% | -25.1% |
| All | -16.6% | +21.3% | -38.0% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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