+3,319.5%
SITM vs VSAT
-8.1%
+3,327.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.6% | -3.9% |
| 7D | +6.6% | +5.9% | +0.7% | +4.6% |
| 30D | -15.3% | +9.7% | -25.0% | -17.4% |
| 3M | -35.4% | -18.3% | -17.1% | -30.8% |
| 6M | -46.8% | -4.1% | -42.7% | -46.8% |
| YTD | +25.9% | +96.5% | -70.7% | -0.6% |
| 1Y | +54.0% | +89.3% | -35.3% | +22.5% |
| 3Y | +315.6% | +270.1% | +45.5% | +123.3% |
| 5Y | +74.4% | +26.4% | +48.1% | +25.0% |
| All | +3,319.5% | -8.1% | +3,327.7% | +2,074.9% |
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 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