+1,329.8%
SAN vs VSAT
+1,485.7%
-155.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -1.7% |
| 7D | +1.8% | +11.8% | -10.0% | -0.3% |
| 30D | +2.0% | -7.0% | +9.0% | +3.1% |
| 3M | +19.7% | +3.3% | +16.5% | +17.0% |
| 6M | +30.6% | +57.4% | -26.8% | +16.8% |
| YTD | +28.8% | +118.6% | -89.7% | +7.1% |
| 1Y | +57.8% | +150.2% | -92.5% | +26.0% |
| 3Y | +338.1% | +160.7% | +177.4% | +199.2% |
| 5Y | +384.2% | +51.2% | +333.0% | +245.7% |
| 10Y | +353.1% | -0.7% | +353.8% | +236.8% |
| All | +1,329.8% | +1,485.7% | -155.9% | +525.0% |
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