+21.5%
BX vs SPXS
-79.1%
+100.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -1.9% |
| 7D | -8.9% | +6.4% | -15.3% | -5.9% |
| 30D | -14.8% | +6.0% | -20.8% | -11.9% |
| 3M | +6.9% | -11.6% | +18.6% | +1.6% |
| 6M | +16.3% | -28.7% | +45.0% | +0.8% |
| YTD | -16.1% | -26.3% | +10.2% | -25.0% |
| 1Y | -26.8% | -34.9% | +8.1% | -38.1% |
| All | +21.5% | -79.1% | +100.6% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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