+2,455.5%
SO vs VSAT
+1,485.7%
+969.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.8% | -1.0% |
| 7D | -0.2% | +11.8% | -12.0% | -0.7% |
| 30D | -4.6% | -7.0% | +2.5% | -4.3% |
| 3M | -3.0% | +3.3% | -6.3% | -3.8% |
| 6M | -8.3% | +57.4% | -65.7% | -11.3% |
| YTD | +3.5% | +118.6% | -115.0% | -1.9% |
| 1Y | -0.9% | +150.2% | -151.2% | -7.2% |
| 3Y | +45.4% | +160.7% | -115.4% | +30.5% |
| 5Y | +59.6% | +51.2% | +8.4% | +45.0% |
| 10Y | +156.6% | -0.7% | +157.3% | +132.2% |
| All | +2,455.5% | +1,485.7% | +969.8% | +1,950.1% |
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