+24.5%
BX vs SPMO
+155.8%
-131.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.1% |
| 7D | -5.6% | -0.9% | -4.7% | -4.9% |
| 30D | -12.2% | -1.9% | -10.3% | -11.1% |
| 3M | +7.4% | -1.4% | +8.8% | +6.4% |
| 6M | +22.2% | +25.5% | -3.3% | -6.3% |
| YTD | -14.0% | +24.8% | -38.8% | -33.5% |
| 1Y | -27.3% | +24.5% | -51.8% | -43.8% |
| 3Y | +24.5% | +157.1% | -132.6% | -57.2% |
| All | +24.5% | +155.8% | -131.2% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling