+229.7%
SPXC vs SPY
+81.8%
+147.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +1.1% |
| 7D | +2.6% | +0.5% | +2.1% | +1.9% |
| 30D | -8.6% | -0.9% | -7.6% | -7.6% |
| 3M | -14.2% | +3.9% | -18.1% | -17.8% |
| 6M | -3.6% | +14.5% | -18.2% | -17.1% |
| YTD | -1.4% | +12.9% | -14.4% | -14.0% |
| 1Y | +4.3% | +19.4% | -15.1% | -14.5% |
| 3Y | +151.9% | +78.5% | +73.5% | +36.7% |
| 5Y | +229.7% | +81.8% | +147.9% | +76.3% |
| All | +229.7% | +81.8% | +147.9% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling