+1,434.4%
SRE vs VSAT
+577.2%
+857.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.7% | +1.1% |
| 7D | +1.8% | +5.9% | -4.1% | +1.1% |
| 30D | -3.0% | +9.7% | -12.7% | -4.2% |
| 3M | -7.3% | -18.3% | +11.1% | -6.2% |
| 6M | -11.9% | -4.1% | -7.8% | -13.2% |
| YTD | -7.9% | +96.5% | -104.4% | -15.6% |
| 1Y | -11.1% | +89.3% | -100.4% | -18.5% |
| 3Y | +24.8% | +270.1% | -245.3% | +0.3% |
| 5Y | +52.4% | +26.4% | +26.0% | +31.3% |
| 10Y | +127.9% | -16.5% | +144.4% | +96.2% |
| All | +1,434.4% | +577.2% | +857.2% | +1,068.8% |
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