+2.5%
STLA vs VSAT
-11.9%
+14.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.2% | -0.9% | -5.2% |
| 7D | -13.1% | +20.0% | -33.0% | -16.0% |
| 30D | -13.3% | +6.5% | -19.7% | -14.8% |
| 3M | -27.9% | -18.3% | -9.5% | -26.1% |
| 6M | -47.8% | +0.4% | -48.2% | -49.4% |
| YTD | -64.6% | +106.7% | -171.3% | -70.6% |
| 1Y | -64.0% | +89.9% | -153.9% | -69.8% |
| 3Y | -76.8% | +276.3% | -353.2% | -85.4% |
| 5Y | -74.2% | +32.9% | -107.1% | -80.3% |
| All | +2.5% | -11.9% | +14.4% | -22.0% |
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