-0.9%
SPY vs SPCX
+13.7%
-14.6%
-2.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-08-08 to 2026-09-08.
| Period | Portfolio | SPCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -0.7% |
| 7D | +0.5% | +7.9% | -7.4% | +0.2% |
| All | -0.9% | +13.7% | -14.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCX.
Daily Out/Under-Performance
Portfolio return minus SPCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCX 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 2026-08-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPCX 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…
2026-08-08 to 2026-09-08 analysis · Full analysis span regression · Available span rolling