-16.6%
SPCX vs ABCL
+124.2%
-140.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.7% | +1.9% | +7.0% |
| 7D | -0.3% | -3.2% | +2.8% | +0.3% |
| 30D | -19.9% | -7.4% | -12.5% | -18.8% |
| 3M | +16.8% | +81.9% | -65.1% | +0.2% |
| All | -16.6% | +124.2% | -140.7% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 6mo: compounded portfolio wealth divided by compounded ABCL 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…
6mo analysis · Full analysis span regression · Available span rolling