+7,442.7%
SPGI vs VSAT
+1,465.7%
+5,977.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +16.3% | -15.6% | -1.3% |
| 7D | -0.9% | +0.4% | -1.2% | -1.3% |
| 30D | +15.5% | +3.3% | +12.2% | +14.2% |
| 3M | +15.7% | -7.5% | +23.1% | +15.5% |
| 6M | +19.1% | +6.2% | +12.8% | +14.7% |
| YTD | -4.1% | +115.8% | -119.9% | -16.8% |
| 1Y | +1.2% | +107.7% | -106.5% | -12.3% |
| 3Y | +31.6% | +292.0% | -260.5% | -5.4% |
| 5Y | +12.4% | +35.3% | -22.8% | -10.5% |
| 10Y | +334.3% | -5.2% | +339.5% | +245.7% |
| All | +7,442.7% | +1,465.7% | +5,977.0% | +4,179.8% |
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