+303.8%
SGI vs VSAT
-11.9%
+315.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.2% | -1.9% |
| 7D | -10.7% | +20.0% | -30.7% | -14.4% |
| 30D | -3.6% | +6.5% | -10.1% | -6.3% |
| 3M | -5.4% | -18.3% | +12.9% | -3.2% |
| 6M | -7.0% | +0.4% | -7.4% | -11.4% |
| YTD | -31.6% | +106.7% | -138.3% | -46.2% |
| 1Y | -33.5% | +89.9% | -123.4% | -47.1% |
| 3Y | +66.5% | +276.3% | -209.9% | -10.0% |
| 5Y | +42.2% | +32.9% | +9.2% | +1.1% |
| All | +303.8% | -11.9% | +315.7% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling