+60.0%
SGI vs VSAT
+53.4%
+6.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.7% | -0.8% |
| 7D | +9.3% | +17.3% | -8.0% | +7.1% |
| 30D | +6.9% | -3.3% | +10.2% | +7.1% |
| 3M | +2.8% | +18.7% | -15.9% | -0.6% |
| 6M | -12.6% | +77.6% | -90.2% | -20.2% |
| YTD | -21.5% | +125.6% | -147.2% | -31.0% |
| 1Y | -18.8% | +158.3% | -177.1% | -30.5% |
| 3Y | +60.8% | +226.1% | -165.3% | +22.8% |
| 5Y | +60.0% | +54.7% | +5.3% | +25.0% |
| All | +60.0% | +53.4% | +6.6% | +25.0% |
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