+7,479.3%
SPGI vs VSAT
+1,476.0%
+6,003.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +1.6% | -0.5% | +2.1% | +1.2% |
| 30D | +16.1% | +4.0% | +12.1% | +14.7% |
| 3M | +15.5% | -11.8% | +27.2% | +15.9% |
| 6M | +19.6% | +6.9% | +12.7% | +15.2% |
| YTD | -3.6% | +117.2% | -120.8% | -16.5% |
| 1Y | +2.2% | +102.4% | -100.2% | -11.1% |
| 3Y | +30.1% | +295.5% | -265.3% | -6.6% |
| 5Y | +14.9% | +37.0% | -22.1% | -8.7% |
| 10Y | +334.0% | -6.0% | +340.0% | +245.9% |
| All | +7,479.3% | +1,476.0% | +6,003.3% | +4,197.2% |
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