+5,690.7%
BX vs SPXS
-100.0%
+5,790.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -0.8% |
| 7D | -2.0% | -1.5% | -0.4% | -2.7% |
| 30D | -2.3% | +3.7% | -6.0% | -0.3% |
| 3M | +18.5% | -9.6% | +28.1% | +14.0% |
| 6M | +23.7% | -32.4% | +56.1% | +4.5% |
| YTD | -10.4% | -28.7% | +18.3% | -21.3% |
| 1Y | -19.6% | -38.1% | +18.5% | -33.6% |
| 3Y | +30.8% | -80.1% | +110.9% | -27.1% |
| 5Y | +24.3% | -85.9% | +110.3% | -22.2% |
| 10Y | +679.5% | -99.5% | +779.0% | +48.6% |
| All | +5,690.7% | -100.0% | +5,790.6% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling