+70.8%
SAP vs VSAT
-0.1%
+70.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.7% | -11.8% | -4.6% |
| 7D | -0.7% | -17.0% | +16.3% | +0.2% |
| 30D | +11.1% | -9.8% | +20.9% | +11.4% |
| 3M | +17.0% | -22.0% | +39.0% | +18.2% |
| 6M | +34.8% | -5.0% | +39.8% | +33.0% |
| YTD | -2.2% | +85.6% | -87.8% | -9.1% |
| 1Y | -6.4% | +80.2% | -86.6% | -13.0% |
| 3Y | +75.1% | +250.0% | -174.9% | +44.7% |
| All | +70.8% | -0.1% | +70.9% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling