-16.6%
SPCX vs BIL
+1.1%
-17.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.7% |
| 7D | -0.3% | -0.3% | -0.1% | -1.3% |
| 30D | -19.9% | 0.0% | -19.9% | -20.0% |
| 3M | +16.8% | +0.6% | +16.2% | +30.7% |
| All | -16.6% | +1.1% | -17.7% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 all: compounded portfolio wealth divided by compounded BIL 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…
all analysis · Full analysis span regression · Available span rolling