+1,108.0%
SAN vs VSAT
+1,465.7%
-357.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +16.3% | -10.2% | +3.2% |
| 7D | +8.7% | +0.4% | +8.4% | +8.0% |
| 30D | -6.5% | +3.3% | -9.8% | -8.1% |
| 3M | -14.2% | -7.5% | -6.7% | -14.4% |
| 6M | +2.7% | +6.2% | -3.5% | -1.9% |
| YTD | +8.9% | +115.8% | -106.9% | -10.6% |
| 1Y | +23.4% | +107.7% | -84.3% | +1.4% |
| 3Y | +257.9% | +292.0% | -34.1% | +123.4% |
| 5Y | +297.8% | +35.3% | +262.5% | +188.3% |
| 10Y | +259.6% | -5.2% | +264.8% | +166.1% |
| All | +1,108.0% | +1,465.7% | -357.7% | +421.7% |
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