+75.4%
SPY vs BX
+22.1%
+53.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.2% |
| 7D | -2.0% | -8.9% | +6.9% | +0.6% |
| 30D | -1.7% | -14.8% | +13.1% | +2.8% |
| 3M | +4.7% | +6.9% | -2.2% | +2.2% |
| 6M | +12.5% | +16.3% | -3.8% | +6.4% |
| YTD | +11.7% | -16.1% | +27.8% | +16.5% |
| 1Y | +17.5% | -26.8% | +44.3% | +27.9% |
| All | +75.4% | +22.1% | +53.3% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling