-23.2%
SPCX vs VST
-23.5%
+0.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -6.2% | -2.9% | -6.8% |
| 7D | -14.1% | -19.9% | +5.8% | -7.6% |
| 30D | -28.1% | -29.7% | +1.6% | -19.6% |
| 3M | +14.2% | -19.6% | +33.7% | +24.2% |
| All | -23.2% | -23.5% | +0.3% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling