+468.7%
SPCX vs VCIT
+8.1%
+460.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.7% | +11.0% |
| 7D | -0.3% | +0.1% | -0.4% | -4.7% |
| 30D | -19.9% | +1.9% | -21.8% | -49.9% |
| 3M | +16.8% | -1.4% | +18.3% | +36.0% |
| 6M | +421.0% | -0.5% | +421.5% | +548.2% |
| YTD | +421.0% | -0.5% | +421.5% | +548.2% |
| 1Y | +421.0% | -0.5% | +421.5% | +548.2% |
| All | +468.7% | +8.1% | +460.6% | +594.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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