+501.7%
SPCX vs GLW
+215.7%
+286.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.3% | -3.4% | -16.4% |
| 7D | +4.2% | -5.9% | +10.1% | +13.0% |
| 30D | -12.6% | -26.0% | +13.4% | +63.8% |
| 3M | +6.7% | -29.9% | +36.6% | +68.7% |
| 6M | +546.4% | -20.6% | +566.9% | +167.7% |
| YTD | +552.1% | +33.1% | +519.0% | +168.2% |
| 1Y | +453.2% | +36.8% | +416.3% | +127.5% |
| All | +501.7% | +215.7% | +286.0% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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 · 6 months rolling