+468.7%
SPCX vs MOD
-1.1%
+469.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.7% | +2.9% | -8.6% |
| 7D | -0.3% | -25.5% | +25.2% | +90.4% |
| 30D | -19.9% | -49.0% | +29.1% | +330.8% |
| 3M | +16.8% | -49.8% | +66.7% | +380.0% |
| 6M | +421.0% | -36.1% | +457.1% | +2,133.3% |
| YTD | +421.0% | -36.1% | +457.1% | +2,133.3% |
| 1Y | +421.0% | -36.1% | +457.1% | +2,133.3% |
| All | +468.7% | -1.1% | +469.8% | +2,326.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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