+491.9%
SPCX vs TOST
+47.7%
+444.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -7.2% |
| 7D | +2.8% | -3.6% | +6.4% | -11.5% |
| 30D | -14.5% | +8.9% | -23.4% | +11.2% |
| 3M | +4.8% | -2.2% | +7.1% | -23.4% |
| 6M | +443.4% | -10.7% | +454.1% | +968.1% |
| YTD | +443.4% | -10.7% | +454.1% | +968.1% |
| 1Y | +443.4% | -10.7% | +454.1% | +968.1% |
| All | +491.9% | +47.7% | +444.2% | +1,026.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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