+489.2%
SPCX vs COR
+52.9%
+436.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | +16.7% |
| 7D | +3.6% | +7.8% | -4.2% | +55.4% |
| 30D | -8.6% | +7.0% | -15.6% | +19.4% |
| 3M | -1.5% | +16.3% | -17.8% | +92.5% |
| 6M | +532.9% | +12.5% | +520.3% | +1,628.9% |
| YTD | +538.6% | +7.1% | +531.4% | +1,646.9% |
| 1Y | +442.9% | -0.8% | +443.7% | +1,386.4% |
| All | +489.2% | +52.9% | +436.3% | +1,560.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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