+7,001.1%
SPGI vs VSAT
+1,485.7%
+5,515.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.2% |
| 7D | +0.1% | +11.8% | -11.7% | -1.3% |
| 30D | +8.4% | -7.0% | +15.5% | +9.1% |
| 3M | +11.8% | +3.3% | +8.6% | +9.5% |
| 6M | +5.7% | +57.4% | -51.7% | -3.0% |
| YTD | -9.7% | +118.6% | -128.2% | -21.1% |
| 1Y | -12.5% | +150.2% | -162.7% | -25.7% |
| 3Y | +21.8% | +160.7% | -138.9% | -6.8% |
| 5Y | +8.2% | +51.2% | -43.0% | -14.9% |
| 10Y | +309.5% | -0.7% | +310.2% | +226.6% |
| All | +7,001.1% | +1,485.7% | +5,515.4% | +3,959.4% |
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 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