+1,635.9%
SNPS vs VSAT
+1,485.7%
+150.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.0% | -10.4% | -6.2% |
| 7D | -11.0% | +11.8% | -22.8% | -12.7% |
| 30D | -1.7% | -7.0% | +5.3% | -0.7% |
| 3M | -20.4% | +3.3% | -23.6% | -22.2% |
| 6M | -8.6% | +57.4% | -66.1% | -17.8% |
| YTD | -16.2% | +118.6% | -134.7% | -29.1% |
| 1Y | -34.6% | +150.2% | -184.8% | -46.1% |
| 3Y | -14.5% | +160.7% | -175.2% | -38.1% |
| 5Y | +17.0% | +51.2% | -34.2% | -11.9% |
| 10Y | +560.0% | -0.7% | +560.7% | +404.7% |
| All | +1,635.9% | +1,485.7% | +150.2% | +535.4% |
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 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