+468.7%
SPCX vs AVAV
-33.4%
+502.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.5% | -1.8% | +39.6% |
| 7D | -0.3% | -10.6% | +10.3% | -40.5% |
| 30D | -19.9% | -18.8% | -1.1% | -67.8% |
| 3M | +16.8% | -34.1% | +50.9% | -81.1% |
| 6M | +421.0% | -67.8% | +488.8% | -76.5% |
| YTD | +421.0% | -67.8% | +488.8% | -76.5% |
| 1Y | +421.0% | -67.8% | +488.8% | -76.5% |
| All | +468.7% | -33.4% | +502.1% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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