+120.0%
SRE vs VSAT
+3.1%
+116.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | -0.7% | +3.4% | -4.1% | -1.0% |
| 30D | -1.7% | -12.2% | +10.5% | -0.7% |
| 3M | -7.1% | +20.6% | -27.7% | -9.7% |
| 6M | -8.4% | +60.2% | -68.5% | -14.0% |
| YTD | -3.5% | +115.3% | -118.8% | -12.5% |
| 1Y | +5.4% | +154.6% | -149.2% | -6.8% |
| 3Y | +29.5% | +211.2% | -181.6% | +4.1% |
| 5Y | +48.3% | +52.7% | -4.4% | +25.6% |
| All | +120.0% | +3.1% | +116.8% | +73.3% |
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