-100.0%
SQQQ vs VSAT
+3.3%
-103.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.5% |
| 7D | +1.8% | -1.3% | +3.1% | +1.4% |
| 30D | +4.2% | -14.8% | +19.0% | -1.2% |
| 3M | -3.3% | +2.2% | -5.5% | +1.7% |
| 6M | -43.6% | +60.2% | -103.8% | -26.5% |
| YTD | -41.9% | +115.6% | -157.5% | -13.1% |
| 1Y | -50.6% | +132.9% | -183.5% | -21.0% |
| 3Y | -89.3% | +216.1% | -305.4% | -75.4% |
| 5Y | -94.8% | +52.9% | -147.7% | -89.1% |
| All | -100.0% | +3.3% | -103.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling