+468.7%
SPCX vs BURL
+0.1%
+468.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.6% | +10.2% | +15.4% |
| 7D | -0.3% | +4.1% | -4.4% | -24.3% |
| 30D | -19.9% | -9.5% | -10.4% | +0.5% |
| 3M | +16.8% | -33.5% | +50.4% | +330.5% |
| 6M | +421.0% | -9.3% | +430.3% | +633.6% |
| YTD | +421.0% | -9.3% | +430.3% | +633.6% |
| 1Y | +421.0% | -9.3% | +430.3% | +633.6% |
| All | +468.7% | +0.1% | +468.6% | +695.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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