+501.7%
SPCX vs FDS
-15.8%
+517.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.2% |
| 7D | +4.2% | -5.0% | +9.1% | +9.3% |
| 30D | -12.6% | +13.8% | -26.4% | -27.7% |
| 3M | +6.7% | +14.8% | -8.1% | -17.8% |
| 6M | +546.4% | +42.7% | +503.7% | +244.3% |
| YTD | +552.1% | +14.2% | +538.0% | +244.9% |
| 1Y | +453.2% | +26.6% | +426.5% | +193.8% |
| All | +501.7% | -15.8% | +517.6% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling