+314.7%
SPY vs BX
+673.1%
-358.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | 0.0% |
| 7D | -0.8% | -5.6% | +4.8% | +1.2% |
| 30D | -1.1% | -12.2% | +11.2% | +3.4% |
| 3M | +3.9% | +7.4% | -3.5% | +0.6% |
| 6M | +13.6% | +22.2% | -8.6% | +4.2% |
| YTD | +12.7% | -14.0% | +26.7% | +16.8% |
| 1Y | +17.5% | -27.3% | +44.8% | +29.2% |
| 3Y | +76.9% | +24.5% | +52.4% | +53.7% |
| 5Y | +83.6% | +18.9% | +64.7% | +53.2% |
| All | +314.7% | +673.1% | -358.4% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling