+343.3%
SPGI vs VSAT
-16.2%
+359.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.6% |
| 7D | +1.2% | +5.9% | -4.7% | +0.5% |
| 30D | +15.9% | +9.7% | +6.2% | +14.2% |
| 3M | +12.3% | -18.3% | +30.6% | +13.6% |
| 6M | +23.7% | -4.1% | +27.7% | +21.0% |
| YTD | -3.5% | +96.5% | -100.1% | -14.5% |
| 1Y | +0.4% | +89.3% | -88.9% | -10.9% |
| 3Y | +29.9% | +270.1% | -240.2% | -4.7% |
| 5Y | +15.2% | +26.4% | -11.2% | -2.6% |
| All | +343.3% | -16.2% | +359.6% | +241.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling