+501.7%
SPCX vs STM
+58.8%
+443.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.8% | -1.0% | -19.7% |
| 7D | +4.2% | -5.6% | +9.8% | +12.2% |
| 30D | -12.6% | -14.4% | +1.8% | +17.9% |
| 3M | +6.7% | -20.5% | +27.2% | +47.9% |
| 6M | +546.4% | +26.0% | +520.3% | +340.1% |
| YTD | +552.1% | +72.7% | +479.5% | +343.9% |
| 1Y | +453.2% | +91.0% | +362.1% | +276.8% |
| All | +501.7% | +58.8% | +443.0% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 all: compounded portfolio wealth divided by compounded STM 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…
all analysis · Full analysis span regression · 6 months rolling