+83.1%
SPY vs BX
+17.9%
+65.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.1% |
| 7D | -0.8% | -5.6% | +4.8% | +1.0% |
| 30D | -1.1% | -12.2% | +11.2% | +2.8% |
| 3M | +3.9% | +7.4% | -3.5% | +1.0% |
| 6M | +13.6% | +22.2% | -8.6% | +5.4% |
| YTD | +12.7% | -14.0% | +26.7% | +16.5% |
| 1Y | +17.5% | -27.3% | +44.8% | +28.0% |
| 3Y | +76.9% | +24.5% | +52.4% | +57.1% |
| All | +83.1% | +17.9% | +65.2% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling