+489.2%
SPCX vs VIK
+176.1%
+313.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -6.6% |
| 7D | +3.6% | +2.7% | +0.9% | -12.3% |
| 30D | -8.6% | +8.8% | -17.4% | -55.8% |
| 3M | -1.5% | -15.3% | +13.8% | +38.7% |
| 6M | +442.8% | +47.4% | +395.4% | +37.3% |
| YTD | +442.8% | +47.4% | +395.4% | +37.3% |
| 1Y | +442.8% | +47.4% | +395.4% | +37.3% |
| All | +489.2% | +176.1% | +313.1% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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