+452.5%
SPCX vs GLW
+33.1%
+419.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.3% | -3.4% | -22.1% |
| 7D | +4.2% | -5.9% | +10.1% | +12.6% |
| 30D | -12.6% | -26.0% | +13.4% | +85.9% |
| 3M | +6.7% | -29.9% | +36.6% | +63.7% |
| 6M | +546.4% | -20.6% | +566.9% | -69.3% |
| YTD | +552.1% | +33.1% | +519.0% | -70.2% |
| All | +452.5% | +33.1% | +419.3% | -74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling