+452.5%
SPCX vs ROL
-32.4%
+484.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.1% | +3.7% | +24.9% |
| 7D | +4.2% | +7.5% | -3.3% | +87.1% |
| 30D | -12.6% | +21.1% | -33.7% | +277.9% |
| 3M | +6.7% | +3.1% | +3.6% | -82.2% |
| 6M | +546.4% | -27.8% | +574.2% | -100.2% |
| YTD | +552.1% | -34.7% | +586.9% | -100.2% |
| All | +452.5% | -32.4% | +484.9% | -100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling