+49.2%
BXSL vs SPY
+80.4%
-31.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +5.9% | +0.1% | +5.9% | +5.9% |
| 3M | +7.2% | +2.0% | +5.2% | +6.1% |
| 6M | +8.1% | +13.0% | -4.9% | +1.5% |
| YTD | +0.2% | +13.5% | -13.4% | -6.2% |
| 1Y | -5.3% | +20.0% | -25.2% | -13.7% |
| 3Y | +22.0% | +77.2% | -55.2% | -7.5% |
| All | +49.2% | +80.4% | -31.1% | +9.6% |
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