+11.7%
SPGI vs VSAT
-0.1%
+11.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.7% | -8.7% | -1.4% |
| 7D | +0.3% | -17.0% | +17.2% | +1.2% |
| 30D | +18.4% | -9.8% | +28.1% | +18.7% |
| 3M | +15.7% | -22.0% | +37.7% | +16.9% |
| 6M | +17.3% | -5.0% | +22.2% | +15.8% |
| YTD | -4.7% | +85.6% | -90.3% | -11.1% |
| 1Y | +1.8% | +80.2% | -78.4% | -5.1% |
| 3Y | +31.7% | +250.0% | -218.3% | +9.4% |
| All | +11.7% | -0.1% | +11.8% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling