-15.6%
SPCX vs EFV
+6.2%
-21.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.1% | -7.0% | -7.0% |
| 7D | -6.4% | +2.9% | -9.3% | -9.2% |
| 30D | -20.6% | +3.6% | -24.1% | -23.6% |
| 3M | +8.4% | -0.1% | +8.6% | +10.1% |
| All | -15.6% | +6.2% | -21.8% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · Available span rolling