+532.4%
BX vs SPMO
+575.0%
-42.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.5% | -3.5% |
| 7D | -5.7% | +2.7% | -8.4% | -8.1% |
| 30D | -8.9% | +1.1% | -10.0% | -10.1% |
| 3M | +8.4% | +2.0% | +6.3% | +3.4% |
| 6M | +18.9% | +26.5% | -7.6% | -10.7% |
| YTD | -13.6% | +26.5% | -40.1% | -35.0% |
| 1Y | -22.4% | +27.9% | -50.4% | -42.5% |
| 3Y | +26.0% | +160.4% | -134.4% | -56.0% |
| 5Y | +18.8% | +151.5% | -132.7% | -55.7% |
| 10Y | +668.7% | +526.3% | +142.4% | +56.7% |
| All | +532.4% | +575.0% | -42.6% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling