+9,278.1%
SPXC vs SPY
+3,056.6%
+6,221.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.0% |
| 7D | +0.3% | -0.9% | +1.2% | +1.7% |
| 30D | -8.7% | -2.4% | -6.3% | -5.8% |
| 3M | -29.0% | -1.2% | -27.9% | -27.8% |
| 6M | -24.3% | +3.3% | -27.6% | -26.4% |
| YTD | -23.1% | +12.3% | -35.4% | -31.9% |
| 1Y | -30.5% | +12.4% | -43.0% | -38.5% |
| 3Y | +83.7% | +78.8% | +4.9% | -2.8% |
| 5Y | +134.7% | +75.2% | +59.5% | +26.4% |
| 10Y | +639.4% | +311.1% | +328.3% | +59.7% |
| All | +9,278.1% | +3,056.6% | +6,221.5% | +508.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling