-11.7%
SPCX vs FPS
-61.6%
+49.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +16.0% | -10.2% | +0.1% |
| 7D | +4.2% | -8.0% | +12.2% | +5.5% |
| 30D | -12.6% | -43.5% | +30.9% | +3.5% |
| 3M | +6.7% | -41.6% | +48.3% | +24.9% |
| All | -11.7% | -61.6% | +49.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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