+501.7%
SPCX vs HWM
+144.9%
+356.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.1% | +0.7% | -20.2% |
| 7D | +4.2% | +1.6% | +2.6% | -13.5% |
| 30D | -12.6% | -3.9% | -8.7% | -28.1% |
| 3M | +6.7% | -23.2% | +30.0% | +100.9% |
| 6M | +453.2% | +4.9% | +448.3% | +269.8% |
| YTD | +453.2% | +4.9% | +448.3% | +269.8% |
| 1Y | +453.2% | +4.9% | +448.3% | +269.8% |
| All | +501.7% | +144.9% | +356.9% | +275.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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