+492.7%
SPCX vs ICE
+20.6%
+472.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | -11.8% |
| 7D | +13.2% | +2.2% | +11.0% | +31.5% |
| 30D | -10.6% | +13.7% | -24.3% | +109.1% |
| 3M | -4.2% | +17.9% | -22.2% | +152.5% |
| 6M | +536.7% | +7.6% | +529.0% | +1,112.8% |
| YTD | +542.4% | +10.9% | +531.4% | +1,123.7% |
| 1Y | +446.0% | +17.0% | +429.0% | +940.7% |
| All | +492.7% | +20.6% | +472.1% | +972.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling