+491.9%
SPCX vs ARM
+81.9%
+410.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.1% | -14.4% | -34.6% |
| 7D | +2.8% | +6.0% | -3.2% | -25.2% |
| 30D | -14.5% | -20.3% | +5.8% | +17.1% |
| 3M | +4.8% | -24.4% | +29.2% | -0.9% |
| 6M | +443.4% | +31.3% | +412.1% | +139.8% |
| YTD | +443.4% | +31.3% | +412.1% | +139.8% |
| 1Y | +443.4% | +31.3% | +412.1% | +139.8% |
| All | +491.9% | +81.9% | +410.0% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling