+468.7%
SPCX vs DASH
+47.1%
+421.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.8% | +8.0% |
| 7D | -0.3% | +0.4% | -0.7% | -21.9% |
| 30D | -19.9% | -6.0% | -13.8% | -62.1% |
| 3M | +16.8% | -15.8% | +32.6% | -78.5% |
| 6M | +421.0% | -24.5% | +445.5% | +147.4% |
| YTD | +421.0% | -24.5% | +445.5% | +147.4% |
| 1Y | +421.0% | -24.5% | +445.5% | +147.4% |
| All | +468.7% | +47.1% | +421.6% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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