+664.4%
BX vs SPG
+64.2%
+600.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.2% | -2.6% |
| 7D | -5.7% | -1.7% | -4.0% | -5.0% |
| 30D | -8.9% | -6.3% | -2.6% | -6.3% |
| 3M | +8.4% | -2.4% | +10.8% | +9.4% |
| 6M | +18.9% | +9.6% | +9.3% | +14.1% |
| YTD | -13.6% | +14.2% | -27.8% | -18.7% |
| 1Y | -22.4% | +19.3% | -41.7% | -28.4% |
| 3Y | +26.0% | +106.7% | -80.7% | -6.4% |
| 5Y | +18.8% | +104.2% | -85.4% | -10.4% |
| All | +664.4% | +64.2% | +600.1% | +482.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling