-7.7%
SRE vs VSAT
+85.9%
-93.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -11.2% | +8.3% | -2.3% |
| 7D | -2.1% | -14.7% | +12.6% | -1.3% |
| 30D | +6.1% | -4.3% | +10.4% | +6.2% |
| 3M | -3.5% | -22.5% | +19.0% | -2.4% |
| 6M | -10.8% | +4.7% | -15.4% | -12.3% |
| YTD | -4.0% | +93.8% | -97.8% | -10.7% |
| 1Y | -7.7% | +79.8% | -87.5% | -13.9% |
| All | -7.7% | +85.9% | -93.5% | -13.9% |
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 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