+3,402.4%
SPG vs VSAT
+1,485.7%
+1,916.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -1.8% |
| 7D | -2.4% | +11.8% | -14.2% | -4.2% |
| 30D | -6.8% | -7.0% | +0.2% | -6.0% |
| 3M | +2.7% | +3.3% | -0.6% | 0.0% |
| 6M | +5.5% | +57.4% | -52.0% | -5.3% |
| YTD | +15.7% | +118.6% | -102.9% | -2.8% |
| 1Y | +20.9% | +150.2% | -129.4% | -2.2% |
| 3Y | +112.4% | +160.7% | -48.3% | +49.9% |
| 5Y | +101.4% | +51.2% | +50.2% | +48.4% |
| 10Y | +60.6% | -0.7% | +61.3% | +24.0% |
| All | +3,402.4% | +1,485.7% | +1,916.7% | +1,975.8% |
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