+468.7%
SPCX vs URA
+42.9%
+425.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.4% | +4.2% | +12.1% |
| 7D | -0.3% | -4.1% | +3.8% | -4.4% |
| 30D | -19.9% | -19.0% | -0.9% | -34.1% |
| 3M | +16.8% | -25.1% | +42.0% | -11.5% |
| 6M | +510.9% | -33.5% | +544.3% | +316.2% |
| YTD | +516.3% | -24.3% | +540.7% | +316.8% |
| 1Y | +421.3% | -28.1% | +449.4% | +253.0% |
| All | +468.7% | +42.9% | +425.8% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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