-15.6%
SPCX vs FDS
+44.9%
-60.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.9% | -6.7% | -3.3% |
| 7D | -6.4% | +9.4% | -15.8% | -4.9% |
| 30D | -20.6% | +23.8% | -44.3% | -17.9% |
| 3M | +8.4% | +25.1% | -16.7% | +12.2% |
| All | -15.6% | +44.9% | -60.5% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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