+468.7%
SPCX vs VST
+67.6%
+401.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.6% | -1.9% | +24.6% |
| 7D | -0.3% | -9.8% | +9.5% | -19.8% |
| 30D | -19.9% | -25.1% | +5.3% | -55.0% |
| 3M | +16.8% | -11.6% | +28.4% | -14.8% |
| 6M | +421.0% | -33.7% | +454.7% | +218.2% |
| YTD | +421.0% | -33.7% | +454.7% | +218.2% |
| 1Y | +421.0% | -33.7% | +454.7% | +218.2% |
| All | +468.7% | +67.6% | +401.1% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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