-100.0%
SPXS vs VSAT
+274.5%
-374.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | +3.6% |
| 7D | -0.1% | +11.8% | -11.9% | +5.3% |
| 30D | +0.8% | -7.0% | +7.9% | -2.0% |
| 3M | -4.7% | +3.3% | -8.0% | +1.4% |
| 6M | -29.6% | +57.4% | -87.1% | -4.8% |
| YTD | -29.8% | +118.6% | -148.4% | +14.5% |
| 1Y | -38.9% | +150.2% | -189.2% | +11.1% |
| 3Y | -79.6% | +160.7% | -240.3% | -53.9% |
| 5Y | -85.9% | +51.2% | -137.1% | -71.7% |
| 10Y | -99.5% | -0.7% | -98.9% | -98.8% |
| All | -100.0% | +274.5% | -374.5% | -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