+489.2%
SPCX vs SPYM
+48.0%
+441.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | +4.1% |
| 7D | +3.6% | +2.6% | +1.1% | -26.6% |
| 30D | -8.6% | -2.0% | -6.6% | -3.8% |
| 3M | -1.5% | -2.8% | +1.2% | +5.9% |
| 6M | +532.9% | +15.1% | +517.8% | +149.6% |
| YTD | +538.6% | +11.5% | +527.0% | +151.7% |
| 1Y | +442.9% | +13.5% | +429.4% | +114.1% |
| All | +489.2% | +48.0% | +441.2% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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