+2,613.9%
SO vs VSAT
+1,465.7%
+1,148.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +16.3% | -15.0% | +0.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | +8.6% | +3.3% | +5.3% | +8.1% |
| 3M | +1.8% | -7.5% | +9.3% | +1.8% |
| 6M | +3.6% | +6.2% | -2.6% | +2.2% |
| YTD | +9.9% | +115.8% | -105.9% | +3.9% |
| 1Y | +5.7% | +107.7% | -102.0% | -0.1% |
| 3Y | +52.5% | +292.0% | -239.5% | +33.3% |
| 5Y | +77.3% | +35.3% | +42.0% | +61.9% |
| 10Y | +186.8% | -5.2% | +192.0% | +159.3% |
| All | +2,613.9% | +1,465.7% | +1,148.2% | +2,071.1% |
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