-85.9%
SPXS vs VSAT
+50.0%
-135.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.7% | +2.5% |
| 7D | +6.4% | +3.4% | +3.0% | +7.3% |
| 30D | +6.0% | -12.2% | +18.2% | +3.2% |
| 3M | -11.6% | +20.6% | -32.3% | -5.0% |
| 6M | -28.7% | +60.2% | -88.9% | -16.0% |
| YTD | -26.3% | +115.3% | -141.5% | -5.2% |
| 1Y | -34.9% | +154.6% | -189.5% | -10.9% |
| 3Y | -79.5% | +211.2% | -290.6% | -64.8% |
| 5Y | -85.9% | +52.7% | -138.6% | -73.3% |
| All | -85.9% | +50.0% | -135.9% | -73.3% |
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