-16.6%
SPCX vs TOST
+38.8%
-55.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +8.6% |
| 7D | -0.3% | +9.4% | -9.8% | -0.3% |
| 30D | -19.9% | +13.5% | -33.4% | -20.0% |
| 3M | +16.8% | -0.1% | +17.0% | +17.2% |
| All | -16.6% | +38.8% | -55.4% | -28.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling