+506.1%
SPCX vs ASTS
+69.5%
+436.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.7% | +9.4% | +6.1% |
| 7D | +1.3% | -9.3% | +10.6% | +6.4% |
| 30D | -12.0% | -33.9% | +21.9% | +10.8% |
| 3M | +3.1% | -51.0% | +54.1% | +52.1% |
| 6M | +457.1% | -51.3% | +508.5% | +770.0% |
| YTD | +457.1% | -51.3% | +508.5% | +770.0% |
| 1Y | +457.1% | -51.3% | +508.5% | +770.0% |
| All | +506.1% | +69.5% | +436.6% | +840.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling