+501.7%
SPCX vs CAPR
+145.0%
+356.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.4% | -3.6% | +6.5% |
| 7D | +4.2% | +36.0% | -31.9% | +6.4% |
| 30D | -12.6% | +25.8% | -38.4% | -11.0% |
| 3M | +6.7% | +140.8% | -134.1% | +15.6% |
| 6M | +546.4% | -68.9% | +615.3% | +530.8% |
| YTD | +552.1% | -65.9% | +618.0% | +536.5% |
| 1Y | +453.2% | +66.1% | +387.1% | +442.2% |
| All | +501.7% | +145.0% | +356.7% | +477.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling