+838.5%
BX vs SPY
+610.4%
+228.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.3% |
| 7D | -1.1% | +3.3% | -4.4% | -5.6% |
| 30D | +8.8% | -2.7% | +11.5% | +13.1% |
| 3M | -18.3% | -1.7% | -16.5% | -16.1% |
| 6M | -1.5% | +3.1% | -4.6% | -5.8% |
| YTD | -19.9% | +11.9% | -31.8% | -31.8% |
| 1Y | -14.5% | +12.0% | -26.5% | -27.3% |
| 3Y | +32.3% | +78.2% | -45.9% | -41.6% |
| 5Y | -1.1% | +73.2% | -74.4% | -51.9% |
| 10Y | +657.8% | +309.6% | +348.2% | +7.1% |
| All | +838.5% | +610.4% | +228.1% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling