+2,531.7%
SAP vs VSAT
+1,485.7%
+1,046.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.8% |
| 7D | -2.9% | +11.8% | -14.7% | -4.9% |
| 30D | +9.0% | -7.0% | +16.1% | +10.1% |
| 3M | +14.9% | +3.3% | +11.7% | +11.3% |
| 6M | +11.9% | +57.4% | -45.5% | -1.7% |
| YTD | -9.9% | +118.6% | -128.5% | -26.7% |
| 1Y | -19.5% | +150.2% | -169.8% | -37.2% |
| 3Y | +61.8% | +160.7% | -98.9% | +6.9% |
| 5Y | +56.2% | +51.2% | +5.0% | +7.3% |
| 10Y | +180.6% | -0.7% | +181.3% | +96.7% |
| All | +2,531.7% | +1,485.7% | +1,046.0% | +856.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling