-16.6%
BX vs SPXU
-40.4%
+23.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.5% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | +0.1% | +0.8% | -0.7% | +0.7% |
| 3M | +16.0% | -4.7% | +20.7% | +15.3% |
| 6M | +21.6% | -29.6% | +51.2% | +7.9% |
| YTD | -8.9% | -29.9% | +21.0% | -18.2% |
| 1Y | -16.6% | -39.1% | +22.5% | -30.8% |
| All | -16.6% | -40.4% | +23.8% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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