+491.9%
SPCX vs VUG
+48.4%
+443.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -16.6% |
| 7D | +2.8% | -1.1% | +3.9% | +1.9% |
| 30D | -14.5% | -7.0% | -7.5% | +33.8% |
| 3M | +4.8% | -3.7% | +8.6% | +9.1% |
| 6M | +535.8% | +15.4% | +520.4% | +203.3% |
| YTD | +541.5% | +5.1% | +536.3% | +205.6% |
| 1Y | +443.5% | +3.8% | +439.8% | +158.9% |
| All | +491.9% | +48.4% | +443.5% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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