+83.3%
SPYM vs BX
+17.9%
+65.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | -0.2% |
| 7D | -1.0% | -5.6% | +4.6% | +0.7% |
| 30D | -1.3% | -12.2% | +10.9% | +2.5% |
| 3M | +3.6% | +7.4% | -3.8% | +0.8% |
| 6M | +13.3% | +22.2% | -8.8% | +5.3% |
| YTD | +12.4% | -14.0% | +26.4% | +16.2% |
| 1Y | +17.3% | -27.3% | +44.6% | +27.6% |
| 3Y | +76.8% | +24.5% | +52.2% | +57.1% |
| All | +83.3% | +17.9% | +65.3% | +57.5% |
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 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