+468.7%
SPCX vs M
+66.4%
+402.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.6% | +13.2% | +22.0% |
| 7D | -0.3% | -4.3% | +3.9% | +4.6% |
| 30D | -19.9% | +1.3% | -21.2% | -33.9% |
| 3M | +16.8% | -7.4% | +24.2% | +12.8% |
| 6M | +421.0% | +15.2% | +405.8% | +260.9% |
| YTD | +421.0% | +15.2% | +405.8% | +260.9% |
| 1Y | +421.0% | +15.2% | +405.8% | +260.9% |
| All | +468.7% | +66.4% | +402.3% | +298.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling