+179.0%
SAP vs VSAT
-3.0%
+182.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.8% | -0.4% |
| 7D | -0.3% | +3.5% | -3.8% | -0.7% |
| 30D | +0.3% | -14.7% | +15.0% | +1.7% |
| 3M | +16.9% | +13.2% | +3.7% | +13.7% |
| 6M | +6.3% | +57.4% | -51.0% | -1.3% |
| YTD | -12.4% | +110.0% | -122.4% | -22.1% |
| 1Y | -21.6% | +134.4% | -156.0% | -31.8% |
| 3Y | +54.8% | +203.5% | -148.8% | +19.6% |
| 5Y | +56.2% | +47.1% | +9.0% | +28.6% |
| 10Y | +179.0% | +0.4% | +178.7% | +130.3% |
| All | +179.0% | -3.0% | +182.1% | +130.3% |
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 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