+489.2%
SPCX vs ALC
-18.0%
+507.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | +12.8% |
| 7D | +3.6% | -1.1% | +4.7% | -2.5% |
| 30D | -8.6% | +16.0% | -24.6% | +67.7% |
| 3M | -1.5% | +0.8% | -2.4% | -10.4% |
| 6M | +532.9% | -0.2% | +533.1% | +628.5% |
| YTD | +538.6% | -5.5% | +544.0% | +634.5% |
| 1Y | +442.9% | -5.3% | +448.1% | +524.5% |
| All | +489.2% | -18.0% | +507.2% | +574.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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