+1,117.7%
SAN vs VSAT
+1,476.0%
-358.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +10.8% | -0.5% | +11.3% | +10.2% |
| 30D | -5.7% | +4.0% | -9.7% | -7.5% |
| 3M | -13.4% | -11.8% | -1.7% | -12.9% |
| 6M | +3.5% | +6.9% | -3.4% | -1.3% |
| YTD | +9.7% | +117.2% | -107.5% | -10.0% |
| 1Y | +20.9% | +102.4% | -81.6% | -0.1% |
| 3Y | +254.3% | +295.5% | -41.2% | +120.7% |
| 5Y | +304.2% | +37.0% | +267.2% | +192.2% |
| 10Y | +260.2% | -6.0% | +266.3% | +167.1% |
| All | +1,117.7% | +1,476.0% | -358.3% | +425.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 all: compounded portfolio wealth divided by compounded VSAT 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…
all analysis · Full analysis span regression · 6 months rolling