+491.9%
SPCX vs ARM
+81.9%
+410.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.1% | -14.4% | -38.4% |
| 7D | +2.8% | +6.0% | -3.2% | -29.6% |
| 30D | -14.5% | -20.3% | +5.8% | +16.6% |
| 3M | +4.8% | -24.4% | +29.2% | -11.5% |
| 6M | +535.8% | +36.7% | +499.1% | +135.3% |
| YTD | +541.5% | +86.0% | +455.5% | +137.1% |
| 1Y | +443.5% | +35.8% | +407.7% | +100.8% |
| All | +491.9% | +81.9% | +410.0% | +117.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling