-98.6%
SPCE vs SPY
+248.4%
-346.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +0.8% |
| 7D | +14.3% | -0.9% | +15.3% | +16.1% |
| 30D | +7.5% | -2.4% | +9.8% | +11.8% |
| 3M | -12.8% | -1.2% | -11.6% | -10.7% |
| 6M | -1.7% | +3.3% | -5.0% | -5.5% |
| YTD | -10.6% | +12.3% | -22.9% | -23.5% |
| 1Y | -21.2% | +12.4% | -33.6% | -32.4% |
| 3Y | -92.0% | +78.8% | -170.8% | -96.4% |
| 5Y | -99.3% | +75.2% | -174.4% | -99.6% |
| All | -98.6% | +248.4% | -346.9% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling