+1,872.3%
SGI vs VSAT
+308.7%
+1,563.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -1.0% |
| 7D | +8.5% | +11.8% | -3.3% | +4.9% |
| 30D | +0.7% | -7.0% | +7.7% | +2.5% |
| 3M | +0.6% | +3.3% | -2.7% | -4.0% |
| 6M | -17.9% | +57.4% | -75.4% | -32.9% |
| YTD | -21.2% | +118.6% | -139.8% | -43.3% |
| 1Y | -18.9% | +150.2% | -169.1% | -45.9% |
| 3Y | +52.6% | +160.7% | -108.1% | -23.9% |
| 5Y | +60.7% | +51.2% | +9.5% | -14.2% |
| 10Y | +278.1% | -0.7% | +278.8% | +124.1% |
| All | +1,872.3% | +308.7% | +1,563.6% | +454.3% |
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 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