-23.2%
SPCX vs FN
-50.0%
+26.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -14.2% | +5.2% | -4.5% |
| 7D | -14.1% | -16.0% | +1.9% | -9.4% |
| 30D | -28.1% | -40.1% | +12.0% | -16.9% |
| 3M | +14.2% | -43.9% | +58.1% | +32.3% |
| All | -23.2% | -50.0% | +26.8% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 all: compounded portfolio wealth divided by compounded FN 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…
all analysis · Full analysis span regression · Available span rolling