+506.1%
SPCX vs APLD
+327.7%
+178.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.9% |
| 7D | +1.3% | -6.3% | +7.6% | +5.5% |
| 30D | -12.0% | -29.6% | +17.6% | +9.2% |
| 3M | +3.1% | -42.6% | +45.7% | +43.5% |
| 6M | +457.1% | -46.2% | +503.3% | +845.0% |
| YTD | +457.1% | -46.2% | +503.3% | +845.0% |
| 1Y | +457.1% | -46.2% | +503.3% | +845.0% |
| All | +506.1% | +327.7% | +178.4% | +892.7% |
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