+501.7%
SPCX vs XLB
+25.9%
+475.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | -0.9% |
| 7D | +4.2% | -1.4% | +5.5% | +8.0% |
| 30D | -12.6% | +7.1% | -19.7% | -33.9% |
| 3M | +6.7% | +0.6% | +6.1% | -0.8% |
| 6M | +546.4% | +6.3% | +540.1% | +434.6% |
| YTD | +552.1% | +18.2% | +533.9% | +440.4% |
| 1Y | +453.2% | +25.6% | +427.6% | +359.1% |
| All | +501.7% | +25.9% | +475.9% | +388.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 5y: compounded portfolio wealth divided by compounded XLB 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…
5y analysis · Full analysis span regression · 6 months rolling