-27.8%
BXMT vs SPY
+82.3%
-110.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.7% |
| 7D | -6.0% | -0.8% | -5.2% | -5.3% |
| 30D | -6.5% | -1.1% | -5.5% | -5.6% |
| 3M | -24.6% | +3.9% | -28.4% | -27.3% |
| 6M | -25.8% | +13.6% | -39.4% | -34.0% |
| YTD | -26.5% | +12.7% | -39.2% | -34.2% |
| 1Y | -25.1% | +17.5% | -42.6% | -35.7% |
| 3Y | -21.1% | +76.9% | -98.0% | -54.2% |
| All | -27.8% | +82.3% | -110.1% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling