+224.0%
SAP vs VSAT
-4.9%
+228.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | +1.5% | -0.5% | +2.0% | +1.2% |
| 30D | +8.8% | +4.0% | +4.9% | +7.8% |
| 3M | +12.1% | -11.8% | +23.8% | +12.5% |
| 6M | +34.6% | +6.9% | +27.6% | +30.3% |
| YTD | -2.1% | +117.2% | -119.3% | -13.8% |
| 1Y | -5.5% | +102.4% | -108.0% | -16.4% |
| 3Y | +67.4% | +295.5% | -228.0% | +23.8% |
| 5Y | +74.6% | +37.0% | +37.5% | +47.1% |
| 10Y | +224.0% | -6.0% | +230.1% | +165.4% |
| All | +224.0% | -4.9% | +228.9% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling