-4.6%
SPCX vs IR
+1.6%
-6.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.4% | +4.7% |
| 7D | +7.9% | +0.6% | +7.3% | +7.4% |
| 30D | +15.3% | -13.6% | +28.9% | +26.4% |
| All | -4.6% | +1.6% | -6.2% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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 · Available span rolling