-16.6%
SPCX vs FGI
+16.6%
-33.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.4% | +8.6% |
| 7D | -0.3% | -7.0% | +6.6% | -0.5% |
| 30D | -19.9% | -4.2% | -15.7% | -19.9% |
| 3M | +16.8% | +55.6% | -38.8% | +20.2% |
| All | -16.6% | +16.6% | -33.2% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · Available span rolling