+82.3%
SPYM vs VSAT
+45.0%
+37.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.5% | +0.1% |
| 7D | -0.4% | +3.5% | -3.8% | -0.7% |
| 30D | -1.4% | -14.7% | +13.3% | -0.2% |
| 3M | +3.7% | +13.2% | -9.4% | +1.9% |
| 6M | +13.0% | +57.4% | -44.3% | +7.6% |
| YTD | +12.5% | +110.0% | -97.5% | +4.2% |
| 1Y | +18.6% | +134.4% | -115.8% | +8.3% |
| 3Y | +78.0% | +203.5% | -125.5% | +51.0% |
| 5Y | +82.3% | +47.1% | +35.2% | +53.4% |
| All | +82.3% | +45.0% | +37.4% | +53.4% |
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