+501.7%
SPCX vs VST
+79.9%
+421.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.3% | -1.5% | +6.8% |
| 7D | +4.2% | -0.5% | +4.7% | +3.7% |
| 30D | -12.6% | -17.1% | +4.5% | -16.0% |
| 3M | +6.7% | -4.6% | +11.3% | +5.8% |
| 6M | +546.4% | -11.4% | +557.7% | +534.7% |
| YTD | +552.1% | -16.6% | +568.8% | +540.3% |
| 1Y | +453.2% | -29.5% | +482.6% | +443.5% |
| All | +501.7% | +79.9% | +421.9% | +444.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling