+506.1%
SPCX vs COP
+35.6%
+470.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -4.5% |
| 7D | +1.3% | -6.1% | +7.4% | +43.9% |
| 30D | -12.0% | +1.1% | -13.1% | -38.4% |
| 3M | +3.1% | +10.9% | -7.8% | -74.8% |
| 6M | +457.1% | +61.1% | +396.1% | -70.1% |
| YTD | +457.1% | +61.1% | +396.1% | -70.1% |
| 1Y | +457.1% | +61.1% | +396.1% | -70.1% |
| All | +506.1% | +35.6% | +470.5% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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