-16.1%
SPGI vs VSAT
+176.4%
-192.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -3.2% |
| 7D | -2.5% | +17.3% | -19.8% | -2.6% |
| 30D | +5.4% | -3.3% | +8.7% | +5.5% |
| 3M | +9.0% | +18.7% | -9.7% | +7.9% |
| 6M | +0.8% | +77.6% | -76.8% | -4.0% |
| YTD | -12.6% | +125.6% | -138.2% | -17.9% |
| 1Y | -16.1% | +158.3% | -174.4% | -24.4% |
| All | -16.1% | +176.4% | -192.5% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling