+1,958.3%
SNPS vs VSAT
+1,465.7%
+492.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +16.3% | -12.6% | +1.0% |
| 7D | +0.2% | +0.4% | -0.2% | -0.2% |
| 30D | -8.4% | +3.3% | -11.7% | -9.3% |
| 3M | +12.3% | -7.5% | +19.7% | +12.8% |
| 6M | -9.6% | +6.2% | -15.8% | -13.0% |
| YTD | -0.6% | +115.8% | -116.4% | -16.2% |
| 1Y | +18.7% | +107.7% | -89.0% | +0.1% |
| 3Y | -7.6% | +292.0% | -299.6% | -37.5% |
| 5Y | +34.1% | +35.3% | -1.2% | +2.9% |
| 10Y | +691.2% | -5.2% | +696.4% | +507.0% |
| All | +1,958.3% | +1,465.7% | +492.6% | +650.5% |
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