+564.9%
SPYG vs VSAT
+221.8%
+343.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.2% | -0.9% |
| 7D | +0.4% | +11.8% | -11.4% | -1.3% |
| 30D | -0.4% | -7.0% | +6.6% | +0.4% |
| 3M | +0.5% | +3.3% | -2.7% | -1.4% |
| 6M | +17.5% | +57.4% | -40.0% | +7.0% |
| YTD | +14.3% | +118.6% | -104.2% | -1.8% |
| 1Y | +21.7% | +150.2% | -128.5% | +1.2% |
| 3Y | +98.6% | +160.7% | -62.1% | +46.4% |
| 5Y | +85.1% | +51.2% | +33.9% | +41.2% |
| 10Y | +412.0% | -0.7% | +412.7% | +295.9% |
| All | +564.9% | +221.8% | +343.1% | +249.2% |
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