+16.0%
SPGI vs BX
+3.1%
+12.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.4% | -2.8% | +1.5% | -0.5% |
| 30D | +15.3% | +7.3% | +8.0% | +12.3% |
| 3M | +16.5% | -16.3% | +32.8% | +23.2% |
| 6M | +19.8% | +2.5% | +17.3% | +17.8% |
| YTD | -3.2% | -17.6% | +14.3% | +1.7% |
| 1Y | +1.8% | -12.4% | +14.2% | +4.7% |
| 3Y | +30.6% | +36.2% | -5.6% | +10.6% |
| 5Y | +16.0% | +3.0% | +13.0% | +4.7% |
| All | +16.0% | +3.1% | +12.9% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling