+454.9%
SPCX vs WOLF
+37.9%
+416.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +17.9% |
| 7D | +3.6% | +4.4% | -0.8% | -17.1% |
| 30D | -8.6% | +1.0% | -9.6% | -50.3% |
| 3M | -1.5% | -21.2% | +19.7% | -51.9% |
| 6M | +532.9% | +37.6% | +495.3% | -66.0% |
| YTD | +538.6% | +42.6% | +495.9% | -65.7% |
| 1Y | +442.9% | +36.5% | +406.4% | -70.8% |
| All | +454.9% | +37.9% | +416.9% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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