+44.4%
SITM vs VSAT
+85.9%
-41.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -11.2% | +1.9% | -5.0% |
| 7D | -19.5% | -14.7% | -4.9% | -14.4% |
| 30D | -43.2% | -4.3% | -38.9% | -42.2% |
| 3M | -30.8% | -22.5% | -8.4% | -24.5% |
| 6M | -28.6% | +4.7% | -33.2% | -29.5% |
| YTD | +14.2% | +93.8% | -79.6% | -1.9% |
| 1Y | +44.4% | +79.8% | -35.5% | +25.9% |
| All | +44.4% | +85.9% | -41.5% | +25.9% |
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