+1,507.7%
SRE vs VSAT
+653.2%
+854.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.1% |
| 7D | -0.3% | +11.8% | -12.1% | -1.3% |
| 30D | -0.7% | -7.0% | +6.3% | -0.3% |
| 3M | -6.3% | +3.3% | -9.6% | -7.5% |
| 6M | -10.7% | +57.4% | -68.1% | -15.6% |
| YTD | -3.5% | +118.6% | -122.0% | -11.9% |
| 1Y | +5.3% | +150.2% | -144.9% | -5.7% |
| 3Y | +31.8% | +160.7% | -128.9% | +9.9% |
| 5Y | +47.4% | +51.2% | -3.8% | +25.3% |
| 10Y | +120.6% | -0.7% | +121.2% | +88.0% |
| All | +1,507.7% | +653.2% | +854.5% | +1,120.1% |
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