+492.7%
SPCX vs BROS
+15.9%
+476.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +7.1% |
| 7D | +13.2% | -2.5% | +15.7% | +17.0% |
| 30D | -10.6% | -11.2% | +0.6% | -4.0% |
| 3M | -4.2% | -33.9% | +29.7% | +71.2% |
| 6M | +536.7% | -36.4% | +573.1% | +1,315.7% |
| YTD | +542.4% | -44.9% | +587.3% | +1,327.6% |
| 1Y | +446.0% | -41.5% | +487.5% | +1,113.4% |
| All | +492.7% | +15.9% | +476.8% | +1,207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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