+4,507.3%
SITM vs VSAT
+5.5%
+4,501.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.4% | -3.1% |
| 7D | +8.4% | +17.3% | -8.9% | +3.1% |
| 30D | -17.4% | -3.3% | -14.1% | -16.6% |
| 3M | -9.8% | +18.7% | -28.6% | -15.5% |
| 6M | +83.0% | +77.6% | +5.4% | +50.7% |
| YTD | +69.6% | +125.6% | -56.0% | +27.7% |
| 1Y | +144.9% | +158.3% | -13.4% | +74.6% |
| 3Y | +429.9% | +226.1% | +203.7% | +195.4% |
| 5Y | +169.2% | +54.7% | +114.5% | +76.5% |
| All | +4,507.3% | +5.5% | +4,501.8% | +2,694.1% |
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