+501.7%
SPCX vs VRT
+188.9%
+312.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.6% | -3.8% | -5.0% |
| 7D | +4.2% | -10.6% | +14.8% | +14.8% |
| 30D | -12.6% | -17.4% | +4.8% | +1.2% |
| 3M | +6.7% | -26.4% | +33.1% | +36.1% |
| 6M | +546.4% | -22.5% | +568.8% | +669.5% |
| YTD | +552.1% | +23.8% | +528.3% | +673.6% |
| 1Y | +453.2% | +11.6% | +441.6% | +556.4% |
| All | +501.7% | +188.9% | +312.9% | +569.1% |
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