+501.7%
SPCX vs OUST
+265.6%
+236.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.8% | -5.0% | -16.7% |
| 7D | +4.2% | +36.7% | -32.5% | -55.0% |
| 30D | -12.6% | -3.3% | -9.3% | -31.8% |
| 3M | +6.7% | -11.1% | +17.9% | -23.0% |
| 6M | +546.4% | +99.7% | +446.6% | -37.4% |
| YTD | +552.1% | +78.2% | +473.9% | -36.8% |
| 1Y | +453.2% | +50.0% | +403.2% | -46.4% |
| All | +501.7% | +265.6% | +236.1% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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