+967.7%
BX vs SPY
+620.8%
+346.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.5% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +0.1% | +0.1% | 0.0% | +0.1% |
| 3M | +16.0% | +2.0% | +14.0% | +12.7% |
| 6M | +21.6% | +13.0% | +8.6% | +1.8% |
| YTD | -8.9% | +13.5% | -22.4% | -24.0% |
| 1Y | -16.6% | +20.0% | -36.6% | -35.9% |
| 3Y | +43.3% | +77.2% | -33.9% | -36.1% |
| 5Y | +25.7% | +81.9% | -56.2% | -42.8% |
| 10Y | +689.5% | +314.1% | +375.4% | +9.7% |
| All | +967.7% | +620.8% | +346.9% | -31.3% |
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