+282.6%
SPGI vs BX
+654.4%
-371.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.8% |
| 7D | -8.9% | -8.9% | 0.0% | -5.5% |
| 30D | +0.6% | -14.8% | +15.4% | +7.1% |
| 3M | +2.0% | +6.9% | -5.0% | -1.2% |
| 6M | +0.1% | +16.3% | -16.2% | -6.9% |
| YTD | -16.4% | -16.1% | -0.3% | -11.7% |
| 1Y | -18.9% | -26.8% | +7.8% | -9.9% |
| 3Y | +13.8% | +22.4% | -8.7% | -2.3% |
| 5Y | +0.5% | +16.0% | -15.5% | -17.2% |
| All | +282.6% | +654.4% | -371.9% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 10y: compounded portfolio wealth divided by compounded BX 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…
10y analysis · Full analysis span regression · 6 months rolling