+5.3%
SRE vs VSAT
+155.3%
-150.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -0.9% |
| 7D | -0.3% | +11.8% | -12.1% | -0.8% |
| 30D | -0.7% | -7.0% | +6.3% | -0.4% |
| 3M | -6.3% | +3.3% | -9.6% | -6.9% |
| 6M | -10.7% | +57.4% | -68.1% | -14.4% |
| YTD | -3.5% | +118.6% | -122.0% | -8.9% |
| 1Y | +5.3% | +150.2% | -144.9% | 0.0% |
| All | +5.3% | +155.3% | -150.0% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling