+492.7%
SPCX vs DD
+65.3%
+427.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +1.3% |
| 7D | +13.2% | +6.7% | +6.5% | -0.6% |
| 30D | -10.6% | +19.4% | -30.0% | -38.6% |
| 3M | -4.2% | +7.6% | -11.9% | -19.9% |
| 6M | +536.7% | +14.1% | +522.6% | +402.1% |
| YTD | +542.4% | +29.9% | +512.5% | +407.3% |
| 1Y | +446.0% | +28.6% | +417.3% | +331.1% |
| All | +492.7% | +65.3% | +427.4% | +364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling