+491.9%
SPCX vs UL
+3.0%
+488.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | +1.7% |
| 7D | +2.8% | -1.7% | +4.5% | +7.9% |
| 30D | -14.5% | +4.5% | -19.0% | -37.5% |
| 3M | +4.8% | +5.5% | -0.6% | -31.9% |
| 6M | +535.8% | +19.5% | +516.3% | +114.0% |
| YTD | +541.5% | +3.2% | +538.3% | +116.1% |
| 1Y | +443.5% | -1.9% | +445.4% | +82.9% |
| All | +491.9% | +3.0% | +488.9% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling