+491.9%
SPCX vs ICE
+22.5%
+469.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | +16.7% |
| 7D | +2.8% | +3.2% | -0.4% | +29.4% |
| 30D | -14.5% | +14.7% | -29.2% | +114.4% |
| 3M | +4.8% | +19.8% | -14.9% | +215.5% |
| 6M | +535.8% | +9.3% | +526.5% | +1,275.8% |
| YTD | +541.5% | +12.7% | +528.8% | +1,288.2% |
| 1Y | +443.5% | +20.4% | +423.1% | +1,077.2% |
| All | +491.9% | +22.5% | +469.4% | +1,117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling