+468.7%
SPCX vs AS
+175.6%
+293.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +7.8% |
| 7D | -0.3% | +6.9% | -7.3% | -11.9% |
| 30D | -19.9% | +16.0% | -35.9% | -39.7% |
| 3M | +16.8% | -12.8% | +29.7% | +39.7% |
| 6M | +421.0% | +0.6% | +420.3% | +451.2% |
| YTD | +421.0% | +0.6% | +420.3% | +451.2% |
| 1Y | +421.0% | +0.6% | +420.3% | +451.2% |
| All | +468.7% | +175.6% | +293.1% | +470.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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