+489.2%
SPCX vs EW
+74.1%
+415.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -3.7% |
| 7D | +3.6% | +4.9% | -1.3% | -8.0% |
| 30D | -8.6% | +23.9% | -32.5% | -48.4% |
| 3M | -1.5% | +15.8% | -17.3% | -35.2% |
| 6M | +532.9% | +32.0% | +500.9% | +216.8% |
| YTD | +538.6% | +25.7% | +512.9% | +219.0% |
| 1Y | +442.9% | +24.4% | +418.4% | +171.4% |
| All | +489.2% | +74.1% | +415.1% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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