+492.7%
SPCX vs NTAP
+64.1%
+428.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -9.2% |
| 7D | +13.2% | +9.9% | +3.3% | -38.9% |
| 30D | -10.6% | -22.1% | +11.5% | +120.7% |
| 3M | -4.2% | -7.7% | +3.4% | -55.5% |
| 6M | +536.7% | +85.4% | +451.3% | -84.8% |
| YTD | +542.4% | +76.4% | +465.9% | -84.7% |
| 1Y | +446.0% | +69.3% | +376.6% | -87.0% |
| All | +492.7% | +64.1% | +428.6% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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