+967.7%
BX vs SPG
+432.0%
+535.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | +16.0% | +2.7% | +13.3% | +14.3% |
| 6M | +21.6% | +5.5% | +16.2% | +18.3% |
| YTD | -8.9% | +15.7% | -24.6% | -15.5% |
| 1Y | -16.6% | +20.9% | -37.5% | -24.4% |
| 3Y | +43.3% | +112.4% | -69.1% | -0.4% |
| 5Y | +25.7% | +101.4% | -75.7% | -9.1% |
| 10Y | +689.5% | +60.6% | +628.9% | +443.2% |
| All | +967.7% | +432.0% | +535.7% | +222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling