-14.4%
SMR vs VSAT
+63.6%
-78.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -15.8% | -15.7% |
| 7D | -11.2% | -1.3% | -9.9% | -10.9% |
| 30D | -10.2% | -14.8% | +4.6% | -6.2% |
| 3M | -10.0% | +2.2% | -12.2% | -11.8% |
| 6M | -30.5% | +60.2% | -90.6% | -40.2% |
| YTD | -39.2% | +115.6% | -154.9% | -51.3% |
| 1Y | -75.5% | +132.9% | -208.4% | -80.6% |
| 3Y | +45.4% | +216.1% | -170.6% | -7.5% |
| All | -14.4% | +63.6% | -78.0% | -43.4% |
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 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