+263.8%
STLA vs VSAT
+138.0%
+125.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | +0.3% |
| 7D | +2.6% | +11.8% | -9.2% | +0.4% |
| 30D | -1.2% | -7.0% | +5.8% | -0.1% |
| 3M | -24.8% | +3.3% | -28.0% | -26.6% |
| 6M | -25.6% | +57.4% | -83.0% | -33.7% |
| YTD | -48.9% | +118.6% | -167.5% | -58.2% |
| 1Y | -38.8% | +150.2% | -189.0% | -51.8% |
| 3Y | -64.5% | +160.7% | -225.3% | -76.0% |
| 5Y | -62.4% | +51.2% | -113.6% | -73.4% |
| 10Y | +55.4% | -0.7% | +56.1% | +14.3% |
| All | +263.8% | +138.0% | +125.8% | +124.8% |
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