-100.0%
SPXS vs VSAT
+236.7%
-336.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.3% | -0.9% |
| 7D | -7.5% | +5.9% | -13.4% | -4.2% |
| 30D | +5.3% | +9.7% | -4.4% | +12.7% |
| 3M | +9.7% | -18.3% | +28.0% | +3.9% |
| 6M | -4.6% | -4.1% | -0.5% | +2.6% |
| YTD | -25.8% | +96.5% | -122.3% | +19.3% |
| 1Y | -28.8% | +89.3% | -118.0% | +14.4% |
| 3Y | -80.2% | +270.1% | -350.2% | -40.7% |
| 5Y | -83.2% | +26.4% | -109.6% | -69.1% |
| 10Y | -99.5% | -16.5% | -82.9% | -98.9% |
| All | -100.0% | +236.7% | -336.7% | -99.9% |
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 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