+468.7%
SPCX vs EXR
+9.2%
+459.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.2% | +11.9% |
| 7D | -0.3% | +5.2% | -5.5% | -28.6% |
| 30D | -19.9% | +20.9% | -40.8% | -77.2% |
| 3M | +16.8% | +7.7% | +9.1% | -39.4% |
| 6M | +510.9% | +21.4% | +489.4% | +122.7% |
| YTD | +516.3% | +26.5% | +489.9% | +124.2% |
| 1Y | +421.3% | +27.2% | +394.1% | +89.7% |
| All | +468.7% | +9.2% | +459.5% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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