+68.4%
SAP vs VSAT
+252.2%
-183.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.5% |
| 7D | +0.6% | +5.9% | -5.3% | +0.4% |
| 30D | +6.5% | +9.7% | -3.2% | +6.0% |
| 3M | +12.2% | -18.3% | +30.6% | +12.7% |
| 6M | +46.1% | -4.1% | +50.1% | +44.7% |
| YTD | -1.6% | +96.5% | -98.1% | -6.7% |
| 1Y | -5.1% | +89.3% | -94.4% | -9.9% |
| 3Y | +68.4% | +270.1% | -201.7% | +45.1% |
| All | +68.4% | +252.2% | -183.8% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling