+501.7%
SPCX vs APLD
+328.7%
+173.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.5% | -1.7% | -3.0% |
| 7D | +4.2% | +3.1% | +1.1% | -2.2% |
| 30D | -12.6% | -29.4% | +16.8% | +20.4% |
| 3M | +6.7% | -42.8% | +49.5% | +75.0% |
| 6M | +546.4% | -33.6% | +580.0% | +1,226.0% |
| YTD | +552.1% | -31.8% | +584.0% | +1,236.2% |
| 1Y | +453.2% | -46.0% | +499.2% | +1,034.9% |
| All | +501.7% | +328.7% | +173.0% | +1,092.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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