+491.9%
SPCX vs SFM
-46.6%
+538.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -8.1% |
| 7D | +2.8% | -7.1% | +9.9% | +14.8% |
| 30D | -14.5% | -21.4% | +6.9% | +6.6% |
| 3M | +4.8% | -40.1% | +44.9% | +110.1% |
| 6M | +535.8% | -34.7% | +570.5% | +1,052.9% |
| YTD | +541.5% | -36.5% | +578.0% | +1,063.5% |
| 1Y | +443.5% | -35.2% | +478.7% | +885.6% |
| All | +491.9% | -46.6% | +538.5% | +924.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 5y: compounded portfolio wealth divided by compounded SFM 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…
5y analysis · Full analysis span regression · 6 months rolling