-15.6%
SPCX vs M
+4.1%
-19.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.6% | -11.4% | -2.6% |
| 7D | -6.4% | +8.3% | -14.7% | -5.1% |
| 30D | -20.6% | +14.2% | -34.7% | -18.9% |
| 3M | +8.4% | -1.1% | +9.6% | +8.2% |
| All | -15.6% | +4.1% | -19.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · Available span rolling