+4,789.7%
SITM vs VSAT
+0.8%
+4,788.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.5% |
| 7D | +3.9% | -1.3% | +5.2% | +4.2% |
| 30D | -6.6% | -14.8% | +8.2% | -1.9% |
| 3M | -11.9% | +2.2% | -14.1% | -13.4% |
| 6M | +81.1% | +60.2% | +21.0% | +53.7% |
| YTD | +80.0% | +115.6% | -35.7% | +37.3% |
| 1Y | +145.8% | +132.9% | +13.0% | +80.9% |
| 3Y | +475.9% | +216.1% | +259.8% | +223.7% |
| 5Y | +189.2% | +52.9% | +136.3% | +89.6% |
| All | +4,789.7% | +0.8% | +4,788.9% | +2,905.4% |
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