-16.6%
SPCX vs IR
+12.2%
-28.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.4% | +7.2% | +7.6% |
| 7D | -0.3% | +3.7% | -4.0% | -2.3% |
| 30D | -19.9% | +7.4% | -27.3% | -22.8% |
| 3M | +16.8% | -5.9% | +22.8% | +22.7% |
| All | -16.6% | +12.2% | -28.8% | -30.3% |
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