+491.9%
SPCX vs AXON
-10.1%
+502.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | +5.9% |
| 7D | +2.8% | -25.6% | +28.5% | -44.8% |
| 30D | -14.5% | -23.9% | +9.4% | -52.4% |
| 3M | +4.8% | -50.4% | +55.3% | -79.2% |
| 6M | +443.4% | -46.1% | +489.5% | +88.0% |
| YTD | +443.4% | -46.1% | +489.5% | +88.0% |
| 1Y | +443.4% | -46.1% | +489.5% | +88.0% |
| All | +491.9% | -10.1% | +502.0% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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