+468.7%
SPCX vs IWM
+37.2%
+431.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.0% | +7.6% | -0.3% |
| 7D | -0.3% | -2.0% | +1.7% | +12.3% |
| 30D | -19.9% | -1.5% | -18.4% | -19.8% |
| 3M | +16.8% | -8.0% | +24.8% | +106.9% |
| 6M | +510.9% | +9.0% | +501.9% | +535.6% |
| YTD | +516.3% | +11.9% | +504.4% | +541.4% |
| 1Y | +421.3% | +15.0% | +406.2% | +442.8% |
| All | +468.7% | +37.2% | +431.5% | +485.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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