+635.8%
BX vs SPY
+307.0%
+328.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.9% |
| 7D | +0.6% | +2.6% | -2.0% | -3.0% |
| 30D | +14.2% | -2.0% | +16.2% | +17.3% |
| 3M | -18.7% | -2.8% | -16.0% | -15.4% |
| 6M | +2.5% | +2.1% | +0.3% | -0.5% |
| YTD | -18.8% | +11.5% | -30.3% | -30.1% |
| 1Y | -10.3% | +13.5% | -23.8% | -24.8% |
| 3Y | +35.4% | +77.7% | -42.3% | -38.6% |
| 5Y | +0.3% | +72.6% | -72.3% | -50.5% |
| All | +635.8% | +307.0% | +328.8% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling