+492.7%
SPCX vs VRT
+202.1%
+290.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -1.6% |
| 7D | +13.2% | +18.6% | -5.4% | -7.5% |
| 30D | -10.6% | -11.7% | +1.0% | -4.9% |
| 3M | -4.2% | -27.3% | +23.0% | +24.1% |
| 6M | +536.7% | -18.9% | +555.6% | +615.4% |
| YTD | +542.4% | +29.5% | +512.9% | +619.2% |
| 1Y | +446.0% | +21.0% | +424.9% | +511.4% |
| All | +492.7% | +202.1% | +290.6% | +522.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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