-99.3%
SPCE vs SPY
+74.0%
-173.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.6% | -6.2% |
| 7D | +12.2% | +3.3% | +8.9% | +5.0% |
| 30D | +1.5% | -2.7% | +4.2% | +7.8% |
| 3M | -19.1% | -1.7% | -17.3% | -15.7% |
| 6M | -4.3% | +3.1% | -7.4% | -9.4% |
| YTD | -16.8% | +11.9% | -28.7% | -33.1% |
| 1Y | -26.2% | +12.0% | -38.2% | -40.6% |
| 3Y | -92.5% | +78.2% | -170.7% | -97.8% |
| 5Y | -99.3% | +73.2% | -172.5% | -99.7% |
| All | -99.3% | +74.0% | -173.3% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling