+491.9%
SPCX vs TPR
+277.3%
+214.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -1.6% |
| 7D | +2.8% | +6.4% | -3.6% | -0.5% |
| 30D | -14.5% | +13.8% | -28.2% | -20.2% |
| 3M | +4.8% | -16.6% | +21.5% | +13.0% |
| 6M | +535.8% | -6.6% | +542.4% | +548.7% |
| YTD | +541.5% | +5.3% | +536.2% | +553.4% |
| 1Y | +443.5% | +32.4% | +411.2% | +452.5% |
| All | +491.9% | +277.3% | +214.6% | +518.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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