+923.1%
SPGI vs BX
+815.3%
+107.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +1.2% | +0.6% | +0.7% | +1.0% |
| 30D | +15.9% | +14.2% | +1.7% | +10.3% |
| 3M | +12.3% | -18.7% | +31.0% | +20.5% |
| 6M | +23.7% | +2.5% | +21.2% | +21.4% |
| YTD | -3.5% | -18.8% | +15.3% | +2.2% |
| 1Y | +0.4% | -10.3% | +10.7% | +2.5% |
| 3Y | +29.9% | +35.4% | -5.5% | +10.2% |
| 5Y | +15.2% | +0.3% | +14.9% | +4.0% |
| 10Y | +337.2% | +668.4% | -331.2% | +84.1% |
| All | +923.1% | +815.3% | +107.9% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling