-3.6%
SMR vs VSAT
+65.8%
-69.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.9% |
| 7D | +4.4% | +11.8% | -7.4% | +1.2% |
| 30D | +3.4% | -7.0% | +10.5% | +5.2% |
| 3M | -19.2% | +3.3% | -22.4% | -21.1% |
| 6M | -22.6% | +57.4% | -80.1% | -33.1% |
| YTD | -31.5% | +118.6% | -150.1% | -45.4% |
| 1Y | -73.1% | +150.2% | -223.3% | -79.0% |
| 3Y | +55.0% | +160.7% | -105.8% | +1.2% |
| All | -3.6% | +65.8% | -69.4% | -36.5% |
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