+635.8%
BX vs SPG
+113.9%
+521.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +0.6% | +2.0% | -1.4% | -0.3% |
| 30D | +14.2% | +17.2% | -3.0% | +6.7% |
| 3M | -18.7% | +6.3% | -25.1% | -20.8% |
| 6M | +2.5% | +18.7% | -16.2% | -4.9% |
| YTD | -18.8% | +30.1% | -48.9% | -27.7% |
| 1Y | -10.3% | +32.8% | -43.1% | -20.8% |
| 3Y | +35.4% | +133.6% | -98.2% | -4.6% |
| 5Y | +0.3% | +84.4% | -84.1% | -23.3% |
| All | +635.8% | +113.9% | +521.9% | +430.1% |
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 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