-18.9%
SPGI vs BX
-25.4%
+6.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.0% |
| 7D | -8.9% | -8.9% | 0.0% | -6.3% |
| 30D | +0.6% | -14.8% | +15.4% | +5.4% |
| 3M | +2.0% | +6.9% | -5.0% | -0.4% |
| 6M | +0.1% | +16.3% | -16.2% | -5.1% |
| YTD | -16.4% | -16.1% | -0.3% | -13.0% |
| 1Y | -18.9% | -26.8% | +7.8% | -16.1% |
| All | -18.9% | -25.4% | +6.5% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling