+489.2%
SPCX vs FIVE
+278.9%
+210.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.9% |
| 7D | +3.6% | +2.7% | +0.9% | +7.7% |
| 30D | -8.6% | +12.7% | -21.2% | +11.4% |
| 3M | -1.5% | +2.1% | -3.6% | -1.2% |
| 6M | +532.9% | +5.5% | +527.3% | +787.3% |
| YTD | +538.6% | +31.0% | +507.6% | +792.4% |
| 1Y | +442.9% | +67.7% | +375.1% | +657.5% |
| All | +489.2% | +278.9% | +210.3% | +748.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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 · 6 months rolling