-99.4%
SPCE vs SPY
+82.0%
-181.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.5% |
| 7D | +3.4% | +0.1% | +3.3% | +3.1% |
| 30D | +5.2% | +0.1% | +5.1% | +5.0% |
| 3M | -35.6% | +2.0% | -37.6% | -38.3% |
| 6M | +16.5% | +13.0% | +3.5% | -8.6% |
| YTD | -5.3% | +13.5% | -18.8% | -26.1% |
| 1Y | -1.3% | +20.0% | -21.3% | -30.9% |
| 3Y | -94.1% | +77.2% | -171.3% | -98.2% |
| All | -99.4% | +82.0% | -181.4% | -99.8% |
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