+912.2%
BX vs SPYG
+948.9%
-36.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.2% |
| 7D | -5.7% | +0.3% | -6.0% | -6.1% |
| 30D | -8.9% | -1.7% | -7.2% | -6.8% |
| 3M | +8.4% | +3.6% | +4.7% | +2.5% |
| 6M | +18.9% | +16.6% | +2.3% | -4.8% |
| YTD | -13.6% | +13.4% | -27.0% | -28.0% |
| 1Y | -22.4% | +19.6% | -42.0% | -40.4% |
| 3Y | +26.0% | +99.8% | -73.7% | -53.0% |
| 5Y | +18.8% | +85.0% | -66.2% | -49.0% |
| 10Y | +668.7% | +422.1% | +246.6% | -31.7% |
| All | +912.2% | +948.9% | -36.7% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling