+858.1%
SPGI vs BX
+927.0%
-68.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +0.1% | -4.4% | +4.5% | +1.7% |
| 30D | +8.4% | +0.1% | +8.3% | +8.2% |
| 3M | +11.8% | +16.0% | -4.2% | +5.5% |
| 6M | +5.7% | +21.6% | -15.9% | -2.5% |
| YTD | -9.7% | -8.9% | -0.8% | -7.9% |
| 1Y | -12.5% | -16.6% | +4.2% | -8.2% |
| 3Y | +21.8% | +43.3% | -21.5% | +1.3% |
| 5Y | +8.2% | +25.7% | -17.5% | -10.1% |
| 10Y | +309.5% | +689.5% | -380.0% | +70.9% |
| All | +858.1% | +927.0% | -68.9% | +169.6% |
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