+506.1%
SPCX vs STLA
-70.0%
+576.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | -11.6% |
| 7D | +1.3% | -4.9% | +6.2% | -17.4% |
| 30D | -12.0% | -4.9% | -7.1% | -34.1% |
| 3M | +3.1% | -23.7% | +26.8% | -72.9% |
| 6M | +457.1% | -58.4% | +515.5% | -60.5% |
| YTD | +457.1% | -58.4% | +515.5% | -60.5% |
| 1Y | +457.1% | -58.4% | +515.5% | -60.5% |
| All | +506.1% | -70.0% | +576.1% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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