+501.7%
SPCX vs EXC
+32.0%
+469.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +6.1% |
| 7D | +4.2% | -1.7% | +5.9% | -2.1% |
| 30D | -12.6% | +9.3% | -21.9% | +26.5% |
| 3M | +6.7% | +1.0% | +5.7% | +4.7% |
| 6M | +546.4% | -4.9% | +551.3% | +443.1% |
| YTD | +552.1% | +7.6% | +544.5% | +447.1% |
| 1Y | +453.2% | +2.4% | +450.8% | +364.1% |
| All | +501.7% | +32.0% | +469.7% | +404.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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