-12.1%
SGI vs VSAT
+85.9%
-98.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -11.2% | +18.1% | +7.6% |
| 7D | +12.1% | -14.7% | +26.7% | +13.2% |
| 30D | +12.1% | -4.3% | +16.4% | +11.9% |
| 3M | +0.4% | -22.5% | +22.9% | +2.2% |
| 6M | -4.0% | +4.7% | -8.7% | -6.1% |
| YTD | -21.2% | +93.8% | -115.1% | -25.0% |
| 1Y | -12.1% | +79.8% | -91.9% | -16.3% |
| All | -12.1% | +85.9% | -98.0% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling