+501.7%
SPCX vs ALHC
-17.4%
+519.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.3% |
| 7D | +4.2% | +3.9% | +0.3% | +1.4% |
| 30D | -12.6% | -3.6% | -9.0% | -12.0% |
| 3M | +6.7% | -49.4% | +56.1% | +49.1% |
| 6M | +546.4% | -61.1% | +607.4% | +943.8% |
| YTD | +552.1% | -63.2% | +615.3% | +953.2% |
| 1Y | +453.2% | -55.5% | +508.7% | +795.4% |
| All | +501.7% | -17.4% | +519.1% | +917.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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