-13.2%
SPCX vs FIX
-37.2%
+24.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.0% | -7.4% | -4.0% |
| 7D | +2.8% | +6.4% | -3.6% | +0.3% |
| 30D | -14.5% | -29.1% | +14.6% | -6.9% |
| 3M | +4.8% | -31.1% | +36.0% | +15.0% |
| All | -13.2% | -37.2% | +24.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · Available span rolling