+499.6%
SMTC vs VSAT
+3.1%
+496.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.6% |
| 7D | +17.5% | +3.4% | +14.1% | +16.5% |
| 30D | +21.3% | -12.2% | +33.5% | +25.6% |
| 3M | +3.1% | +20.6% | -17.5% | -2.5% |
| 6M | +81.7% | +60.2% | +21.5% | +60.0% |
| YTD | +115.9% | +115.3% | +0.7% | +75.4% |
| 1Y | +157.8% | +154.6% | +3.3% | +99.3% |
| 3Y | +557.3% | +211.2% | +346.1% | +315.9% |
| 5Y | +114.7% | +52.7% | +62.0% | +51.0% |
| All | +499.6% | +3.1% | +496.5% | +335.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling