+151.9%
SPXC vs SPY
+78.7%
+73.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +1.2% |
| 7D | +2.6% | +0.5% | +2.1% | +1.8% |
| 30D | -8.6% | -0.9% | -7.6% | -7.4% |
| 3M | -14.2% | +3.9% | -18.1% | -18.4% |
| 6M | -3.6% | +14.5% | -18.2% | -19.2% |
| YTD | -1.4% | +12.9% | -14.4% | -16.0% |
| 1Y | +4.3% | +19.4% | -15.1% | -17.4% |
| 3Y | +151.9% | +78.5% | +73.5% | +27.8% |
| All | +151.9% | +78.7% | +73.2% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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