-2.7%
SPY vs SPCX
-15.0%
+12.3%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SPCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.3% | +13.2% | -9.9% | +0.9% |
| 30D | -2.7% | -10.6% | +7.9% | -1.1% |
| All | -2.7% | -15.0% | +12.3% | -0.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling