+489.2%
SPCX vs DT
-3.6%
+492.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.1% |
| 7D | +3.6% | +3.1% | +0.5% | -2.8% |
| 30D | -8.6% | -29.5% | +21.0% | +74.8% |
| 3M | -1.5% | -11.7% | +10.2% | +2.8% |
| 6M | +532.9% | +19.6% | +513.3% | +177.1% |
| YTD | +538.6% | +3.4% | +535.2% | +179.4% |
| 1Y | +442.9% | -4.2% | +447.1% | +137.5% |
| All | +489.2% | -3.6% | +492.8% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 5y: compounded portfolio wealth divided by compounded DT 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…
5y analysis · Full analysis span regression · 6 months rolling