+228.6%
BXMT vs SPY
+3,059.5%
-2,830.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | -1.1% | -0.4% | -0.7% | -0.7% |
| 30D | -2.1% | -1.4% | -0.7% | -0.9% |
| 3M | -22.4% | +3.7% | -26.2% | -25.3% |
| 6M | -24.1% | +13.0% | -37.1% | -32.4% |
| YTD | -23.6% | +12.4% | -36.0% | -31.7% |
| 1Y | -22.7% | +18.5% | -41.3% | -34.3% |
| 3Y | -17.0% | +77.6% | -94.6% | -51.4% |
| 5Y | -27.7% | +81.7% | -109.4% | -58.7% |
| 10Y | +20.5% | +319.7% | -299.1% | -67.0% |
| All | +228.6% | +3,059.5% | -2,830.9% | -58.7% |
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