+468.7%
SPCX vs VRT
+163.5%
+305.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.5% | +5.1% | -1.0% |
| 7D | -0.3% | -21.4% | +21.0% | +68.3% |
| 30D | -19.9% | -25.8% | +5.9% | +21.6% |
| 3M | +16.8% | -33.5% | +50.4% | +95.6% |
| 6M | +421.0% | -4.0% | +425.0% | +267.9% |
| YTD | +421.0% | -4.0% | +425.0% | +267.9% |
| 1Y | +421.0% | -4.0% | +425.0% | +267.9% |
| All | +468.7% | +163.5% | +305.2% | +276.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling