-8.5%
BX vs SPMO
+11.0%
-19.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.1% | +6.5% |
| 7D | +8.3% | -8.9% | +17.2% | +10.9% |
| 30D | +13.5% | -13.8% | +27.3% | +18.4% |
| 3M | -7.6% | -12.5% | +4.9% | -4.2% |
| 6M | +4.0% | -1.5% | +5.5% | -1.9% |
| YTD | -15.2% | +11.3% | -26.5% | -25.7% |
| 1Y | -8.5% | +11.5% | -19.9% | -19.7% |
| All | -8.5% | +11.0% | -19.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling