+468.7%
SPCX vs COMP
+139.7%
+329.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.7% | -2.1% | +10.2% |
| 7D | -0.3% | +13.4% | -13.8% | +1.8% |
| 30D | -19.9% | +11.1% | -31.0% | -18.3% |
| 3M | +16.8% | -18.8% | +35.7% | +12.1% |
| 6M | +421.0% | +16.2% | +404.8% | +448.7% |
| YTD | +421.0% | +16.2% | +404.8% | +448.7% |
| 1Y | +421.0% | +16.2% | +404.8% | +448.7% |
| All | +468.7% | +139.7% | +329.0% | +492.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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