-91.8%
SPCE vs SPY
+75.1%
-166.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.4% | +0.3% | +16.1% | +15.8% |
| 7D | +7.4% | -2.7% | +10.1% | +13.0% |
| 30D | -8.0% | -5.4% | -2.6% | +2.4% |
| 3M | -5.5% | -4.1% | -1.4% | +2.7% |
| 6M | +4.1% | +0.7% | +3.4% | +4.0% |
| YTD | -13.7% | +8.7% | -22.4% | -24.6% |
| 1Y | -22.6% | +10.9% | -33.5% | -34.5% |
| 3Y | -91.8% | +75.0% | -166.8% | -97.3% |
| All | -91.8% | +75.1% | -166.9% | -97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling