+111.9%
SPG vs VSAT
+219.7%
-107.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.1% | +1.0% |
| 7D | 0.0% | +17.3% | -17.3% | -0.8% |
| 30D | -4.9% | -3.3% | -1.7% | -4.9% |
| 3M | +3.3% | +18.7% | -15.4% | +1.7% |
| 6M | +11.2% | +77.6% | -66.3% | +6.4% |
| YTD | +17.1% | +125.6% | -108.6% | +9.9% |
| 1Y | +21.6% | +158.3% | -136.7% | +12.5% |
| 3Y | +111.9% | +226.1% | -114.3% | +87.0% |
| All | +111.9% | +219.7% | -107.8% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling