+501.7%
SPCX vs ARM
+66.6%
+435.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.7% | -0.9% | -14.3% |
| 7D | +4.2% | -5.3% | +9.5% | +12.1% |
| 30D | -12.6% | -30.0% | +17.4% | +97.6% |
| 3M | +6.7% | -34.1% | +40.8% | +51.4% |
| 6M | +546.4% | +25.2% | +521.1% | +252.1% |
| YTD | +552.1% | +70.4% | +481.7% | +254.9% |
| 1Y | +453.2% | +22.3% | +430.9% | +200.9% |
| All | +501.7% | +66.6% | +435.1% | +225.0% |
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