+3,863.2%
SPG vs VSAT
+1,476.0%
+2,387.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | +5.6% | -0.5% | +6.1% | +5.2% |
| 30D | +17.6% | +4.0% | +13.6% | +15.8% |
| 3M | +7.5% | -11.8% | +19.2% | +8.1% |
| 6M | +18.5% | +6.9% | +11.6% | +13.1% |
| YTD | +30.9% | +117.2% | -86.3% | +8.9% |
| 1Y | +34.1% | +102.4% | -68.3% | +12.1% |
| 3Y | +135.5% | +295.5% | -159.9% | +53.5% |
| 5Y | +86.5% | +37.0% | +49.5% | +38.9% |
| 10Y | +116.1% | -6.0% | +122.1% | +66.4% |
| All | +3,863.2% | +1,476.0% | +2,387.2% | +2,224.4% |
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