-16.6%
SPCX vs ALC
+12.4%
-29.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.1% | +10.7% | +8.1% |
| 7D | -0.3% | +4.9% | -5.2% | +0.7% |
| 30D | -19.9% | +19.0% | -38.8% | -18.6% |
| 3M | +16.8% | +7.8% | +9.1% | +16.8% |
| All | -16.6% | +12.4% | -29.0% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling