+489.2%
SPCX vs MSFT
+32.5%
+456.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.9% |
| 7D | +3.6% | -1.3% | +4.9% | +6.1% |
| 30D | -8.6% | -1.8% | -6.7% | -7.0% |
| 3M | -1.5% | +5.6% | -7.2% | -15.9% |
| 6M | +532.9% | +41.1% | +491.8% | +163.8% |
| YTD | +538.6% | +9.0% | +529.5% | +163.7% |
| 1Y | +442.9% | +4.9% | +437.9% | +124.0% |
| All | +489.2% | +32.5% | +456.7% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFT.
Daily Out/Under-Performance
Portfolio return minus MSFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFT 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 3y: compounded portfolio wealth divided by compounded MSFT 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…
3y analysis · Full analysis span regression · 6 months rolling