+492.7%
SPCX vs COMP
+135.7%
+357.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +4.3% |
| 7D | +13.2% | +8.9% | +4.3% | -8.2% |
| 30D | -10.6% | +14.0% | -24.6% | -41.0% |
| 3M | -4.2% | -21.1% | +16.9% | +21.5% |
| 6M | +536.7% | +47.6% | +489.0% | +146.3% |
| YTD | +542.4% | -5.0% | +547.4% | +147.4% |
| 1Y | +446.0% | +5.7% | +440.3% | +110.4% |
| All | +492.7% | +135.7% | +357.0% | +125.8% |
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