+501.7%
SPCX vs PATH
+18.9%
+482.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.7% |
| 7D | +4.2% | -2.7% | +6.9% | +2.8% |
| 30D | -12.6% | -3.7% | -8.9% | -14.1% |
| 3M | +6.7% | -13.8% | +20.5% | +1.2% |
| 6M | +546.4% | +16.4% | +529.9% | +645.5% |
| YTD | +552.1% | -20.8% | +572.9% | +650.6% |
| 1Y | +453.2% | -9.2% | +462.4% | +537.1% |
| All | +501.7% | +18.9% | +482.9% | +577.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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