+492.7%
SPCX vs VMC
+17.6%
+475.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +1.4% |
| 7D | +13.2% | -1.7% | +14.9% | +14.8% |
| 30D | -10.6% | +15.3% | -25.9% | -22.1% |
| 3M | -4.2% | +0.3% | -4.5% | -5.3% |
| 6M | +536.7% | +0.1% | +536.6% | +532.2% |
| YTD | +542.4% | -1.0% | +543.4% | +537.7% |
| 1Y | +446.0% | -4.3% | +450.3% | +441.9% |
| All | +492.7% | +17.6% | +475.1% | +491.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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