+468.7%
SPCX vs CAPR
+123.9%
+344.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.7% | +4.0% | +8.9% |
| 7D | -0.3% | +41.1% | -41.4% | +2.2% |
| 30D | -19.9% | +11.1% | -31.0% | -19.1% |
| 3M | +16.8% | +115.3% | -98.5% | +25.6% |
| 6M | +510.9% | -71.6% | +582.5% | +492.6% |
| YTD | +516.3% | -68.8% | +585.2% | +497.9% |
| 1Y | +421.3% | +43.3% | +378.0% | +407.5% |
| All | +468.7% | +123.9% | +344.8% | +442.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling