+631.9%
SPYM vs BX
+873.6%
-241.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.5% |
| 7D | -0.4% | -5.7% | +5.3% | +1.2% |
| 30D | -1.4% | -8.9% | +7.5% | +1.0% |
| 3M | +3.7% | +8.4% | -4.7% | +1.1% |
| 6M | +13.0% | +18.9% | -5.9% | +6.9% |
| YTD | +12.5% | -13.6% | +26.1% | +15.4% |
| 1Y | +18.6% | -22.4% | +41.1% | +24.9% |
| 3Y | +78.0% | +26.0% | +52.0% | +61.5% |
| 5Y | +82.3% | +18.8% | +63.5% | +62.2% |
| 10Y | +322.9% | +668.7% | -345.9% | +134.5% |
| All | +631.9% | +873.6% | -241.7% | +217.8% |
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