+30.8%
BX vs SPG
+112.2%
-81.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.5% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -2.3% | -4.9% | +2.6% | +1.6% |
| 3M | +18.5% | +3.3% | +15.2% | +14.7% |
| 6M | +23.7% | +11.2% | +12.5% | +12.5% |
| YTD | -10.4% | +17.1% | -27.4% | -22.1% |
| 1Y | -19.6% | +21.6% | -41.1% | -32.6% |
| 3Y | +30.8% | +111.9% | -81.1% | -33.5% |
| All | +30.8% | +112.2% | -81.4% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling