+388.8%
SIMO vs VSAT
-16.2%
+405.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.9% | -0.7% | -4.7% |
| 7D | +4.1% | +5.9% | -1.8% | +3.0% |
| 30D | -24.0% | +9.7% | -33.7% | -24.8% |
| 3M | -31.8% | -18.3% | -13.5% | -29.1% |
| 6M | -36.9% | -4.1% | -32.8% | -36.5% |
| YTD | +84.8% | +96.5% | -11.7% | +65.9% |
| 1Y | +99.0% | +89.3% | +9.7% | +79.1% |
| 3Y | +217.9% | +270.1% | -52.1% | +135.3% |
| 5Y | +171.5% | +26.4% | +145.1% | +130.8% |
| All | +388.8% | -16.2% | +405.0% | +322.2% |
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