-15.6%
SPCX vs ICE
+26.3%
-41.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.1% | -3.2% |
| 7D | -6.4% | +12.2% | -18.6% | -3.8% |
| 30D | -20.6% | +15.0% | -35.5% | -18.5% |
| 3M | +8.4% | +17.6% | -9.2% | +10.9% |
| All | -15.6% | +26.3% | -41.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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 · Available span rolling