+912.1%
SPGI vs BX
+802.7%
+109.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.5% | -0.4% |
| 7D | -0.8% | -1.1% | +0.2% | -0.5% |
| 30D | +14.3% | +8.8% | +5.5% | +10.6% |
| 3M | +14.5% | -18.3% | +32.8% | +22.6% |
| 6M | +17.3% | -1.5% | +18.8% | +16.8% |
| YTD | -4.6% | -19.9% | +15.3% | +1.6% |
| 1Y | +0.8% | -14.5% | +15.3% | +4.6% |
| 3Y | +28.8% | +32.3% | -3.5% | +10.2% |
| 5Y | +14.0% | -1.1% | +15.1% | +3.4% |
| 10Y | +332.5% | +657.8% | -325.3% | +83.0% |
| All | +912.1% | +802.7% | +109.5% | +197.4% |
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