-15.6%
SPCX vs ARM
-45.7%
+30.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.5% | -2.0% |
| 7D | -6.4% | -18.7% | +12.3% | +0.4% |
| 30D | -20.6% | -36.7% | +16.1% | -7.9% |
| 3M | +8.4% | -31.6% | +40.1% | +20.8% |
| All | -15.6% | -45.7% | +30.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · Available span rolling