+492.7%
SPCX vs VCLT
+1.6%
+491.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +5.7% |
| 7D | +13.2% | -1.9% | +15.1% | +22.6% |
| 30D | -10.6% | +1.4% | -12.0% | -18.4% |
| 3M | -4.2% | -1.8% | -2.5% | +0.1% |
| 6M | +536.7% | -3.9% | +540.6% | +694.1% |
| YTD | +542.4% | -3.9% | +546.3% | +701.3% |
| 1Y | +446.0% | -4.7% | +450.7% | +581.0% |
| All | +492.7% | +1.6% | +491.1% | +632.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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