+492.7%
SPCX vs VST
+80.6%
+412.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.2% |
| 7D | +13.2% | +19.2% | -5.9% | +15.9% |
| 30D | -10.6% | -17.2% | +6.5% | -14.1% |
| 3M | -4.2% | -8.1% | +3.9% | -5.9% |
| 6M | +536.7% | -11.0% | +547.7% | +525.7% |
| YTD | +542.4% | -16.3% | +558.6% | +531.2% |
| 1Y | +446.0% | -24.1% | +470.1% | +436.7% |
| All | +492.7% | +80.6% | +412.1% | +436.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling