+56.4%
SAP vs VSAT
+51.9%
+4.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.2% |
| 7D | -2.9% | +11.8% | -14.7% | -3.6% |
| 30D | +9.0% | -7.0% | +16.1% | +9.4% |
| 3M | +14.9% | +3.3% | +11.7% | +13.8% |
| 6M | +11.9% | +57.4% | -45.5% | +6.7% |
| YTD | -9.9% | +118.6% | -128.5% | -16.6% |
| 1Y | -19.5% | +150.2% | -169.8% | -26.7% |
| 3Y | +61.8% | +160.7% | -98.9% | +40.7% |
| All | +56.4% | +51.9% | +4.5% | +35.1% |
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