+468.7%
SPCX vs ALM
+679.5%
-210.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +4.4% |
| 7D | -0.3% | -6.7% | +6.3% | +13.3% |
| 30D | -19.9% | -32.9% | +13.0% | +63.8% |
| 3M | +16.8% | -39.5% | +56.3% | +116.5% |
| 6M | +421.0% | +33.6% | +387.4% | +337.8% |
| YTD | +421.0% | +33.6% | +387.4% | +337.8% |
| 1Y | +421.0% | +33.6% | +387.4% | +337.8% |
| All | +468.7% | +679.5% | -210.8% | +366.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling