+501.7%
SPCX vs TOST
+50.6%
+451.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +7.0% |
| 7D | +4.2% | +4.0% | +0.1% | +21.6% |
| 30D | -12.6% | +11.1% | -23.7% | +24.1% |
| 3M | +6.7% | +0.8% | +5.9% | -14.3% |
| 6M | +451.2% | -10.9% | +462.1% | +1,060.8% |
| YTD | +451.2% | -10.9% | +462.1% | +1,060.8% |
| 1Y | +451.2% | -10.9% | +462.1% | +1,060.8% |
| All | +501.7% | +50.6% | +451.1% | +1,126.8% |
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