+468.7%
SPCX vs ASTS
+62.6%
+406.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.1% | +1.6% | +4.6% |
| 7D | -0.3% | -21.1% | +20.8% | +13.1% |
| 30D | -19.9% | -46.7% | +26.8% | +12.2% |
| 3M | +16.8% | -52.0% | +68.8% | +70.4% |
| 6M | +421.0% | -54.1% | +475.0% | +713.0% |
| YTD | +421.0% | -54.1% | +475.0% | +713.0% |
| 1Y | +421.0% | -54.1% | +475.0% | +713.0% |
| All | +468.7% | +62.6% | +406.1% | +781.6% |
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