+3.0%
BX vs SPG
+86.1%
-83.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -2.8% | +2.7% | -5.6% | -5.1% |
| 30D | +7.3% | +16.6% | -9.2% | -6.2% |
| 3M | -16.3% | +8.1% | -24.4% | -21.8% |
| 6M | +2.5% | +19.3% | -16.8% | -12.9% |
| YTD | -17.6% | +31.1% | -48.7% | -36.1% |
| 1Y | -12.4% | +32.8% | -45.1% | -32.9% |
| 3Y | +36.2% | +135.8% | -99.6% | -40.7% |
| 5Y | +3.0% | +85.1% | -82.1% | -46.4% |
| All | +3.0% | +86.1% | -83.2% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling