-8.5%
BX vs SPYG
+10.8%
-19.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +5.0% | +5.4% |
| 7D | +8.3% | -2.8% | +11.1% | +10.3% |
| 30D | +13.5% | -6.2% | +19.7% | +18.6% |
| 3M | -7.6% | -3.6% | -4.0% | -5.4% |
| 6M | +4.0% | +4.8% | -0.7% | -0.5% |
| YTD | -15.2% | +11.0% | -26.2% | -22.4% |
| 1Y | -8.5% | +11.2% | -19.7% | -16.1% |
| All | -8.5% | +10.8% | -19.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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