+168.4%
SITM vs VSAT
+46.3%
+122.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.4% | +0.5% |
| 7D | +3.7% | +3.5% | +0.2% | +2.6% |
| 30D | -14.5% | -14.7% | +0.2% | -10.5% |
| 3M | -10.6% | +13.2% | -23.7% | -14.6% |
| 6M | +65.5% | +57.4% | +8.2% | +43.1% |
| YTD | +67.0% | +110.0% | -43.0% | +31.4% |
| 1Y | +138.6% | +134.4% | +4.2% | +80.0% |
| 3Y | +421.8% | +203.5% | +218.3% | +214.9% |
| All | +168.4% | +46.3% | +122.1% | +71.3% |
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 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