+506.1%
SPCX vs STZ
-34.5%
+540.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.3% | +5.3% | -4.1% | -28.2% |
| 30D | -12.0% | +19.6% | -31.6% | -76.0% |
| 3M | +3.1% | +10.0% | -6.8% | -67.3% |
| 6M | +457.1% | +17.3% | +439.8% | +106.0% |
| YTD | +457.1% | +17.3% | +439.8% | +106.0% |
| 1Y | +457.1% | +17.3% | +439.8% | +106.0% |
| All | +506.1% | -34.5% | +540.6% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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