+501.7%
SPCX vs ALM
+742.3%
-240.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.1% | -2.3% | -10.3% |
| 7D | +4.2% | +0.7% | +3.4% | +0.7% |
| 30D | -12.6% | -26.1% | +13.5% | +46.3% |
| 3M | +6.7% | -38.1% | +44.8% | +86.4% |
| 6M | +451.2% | +44.3% | +406.9% | +292.9% |
| YTD | +451.2% | +44.3% | +406.9% | +292.9% |
| 1Y | +451.2% | +44.3% | +406.9% | +292.9% |
| All | +501.7% | +742.3% | -240.6% | +318.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling