+489.2%
SPCX vs RIO
+51.5%
+437.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | +1.3% |
| 7D | +3.6% | -0.9% | +4.5% | +6.3% |
| 30D | -8.6% | -9.1% | +0.5% | +35.0% |
| 3M | -1.5% | -13.7% | +12.1% | +62.8% |
| 6M | +532.9% | -9.8% | +542.7% | +1,066.7% |
| YTD | +538.6% | +8.9% | +529.7% | +1,078.5% |
| 1Y | +442.9% | +22.7% | +420.2% | +902.9% |
| All | +489.2% | +51.5% | +437.7% | +971.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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