+612.3%
SPY vs BX
+815.3%
-202.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | -2.0% | +14.2% | -16.2% | -5.9% |
| 3M | -2.8% | -18.7% | +16.0% | +2.7% |
| 6M | +2.1% | +2.5% | -0.3% | +0.3% |
| YTD | +11.5% | -18.8% | +30.3% | +16.2% |
| 1Y | +13.5% | -10.3% | +23.8% | +14.8% |
| 3Y | +77.7% | +35.4% | +42.3% | +56.2% |
| 5Y | +72.6% | +0.3% | +72.3% | +59.2% |
| 10Y | +308.2% | +668.4% | -360.2% | +110.2% |
| All | +612.3% | +815.3% | -202.9% | +179.5% |
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 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