+1,423.6%
SRE vs VSAT
+612.4%
+811.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.1% | +1.4% |
| 7D | -1.1% | +20.0% | -21.0% | -2.8% |
| 30D | -4.1% | +6.5% | -10.6% | -5.0% |
| 3M | -7.3% | -18.3% | +11.0% | -6.3% |
| 6M | -14.1% | +0.4% | -14.5% | -15.7% |
| YTD | -8.5% | +106.7% | -115.2% | -16.5% |
| 1Y | -12.0% | +89.9% | -101.9% | -19.3% |
| 3Y | +23.4% | +276.3% | -253.0% | -1.0% |
| 5Y | +51.3% | +32.9% | +18.4% | +29.9% |
| 10Y | +126.3% | -12.2% | +138.5% | +94.0% |
| All | +1,423.6% | +612.4% | +811.2% | +1,055.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling