+251.0%
SPOT vs BX
+467.5%
-216.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | +0.5% |
| 7D | -6.5% | -5.7% | -0.8% | -4.1% |
| 30D | +2.2% | -8.9% | +11.1% | +6.2% |
| 3M | +5.4% | +8.4% | -3.0% | +0.7% |
| 6M | -4.0% | +18.9% | -22.9% | -12.9% |
| YTD | -9.9% | -13.6% | +3.7% | -6.0% |
| 1Y | -27.3% | -22.4% | -4.8% | -20.8% |
| 3Y | +236.4% | +26.0% | +210.4% | +176.1% |
| 5Y | +112.6% | +18.8% | +93.8% | +72.1% |
| All | +251.0% | +467.5% | -216.5% | +42.2% |
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