+517.7%
SMTC vs VSAT
+0.6%
+517.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +2.6% |
| 7D | +22.5% | +3.5% | +19.0% | +21.4% |
| 30D | +24.9% | -14.7% | +39.6% | +30.3% |
| 3M | +4.1% | +13.2% | -9.1% | 0.0% |
| 6M | +92.6% | +57.4% | +35.2% | +70.4% |
| YTD | +122.5% | +110.0% | +12.5% | +81.9% |
| 1Y | +166.2% | +134.4% | +31.8% | +109.9% |
| 3Y | +577.2% | +203.5% | +373.6% | +331.4% |
| 5Y | +119.0% | +47.1% | +71.8% | +55.8% |
| All | +517.7% | +0.6% | +517.1% | +352.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling