+8,440.3%
STLD vs VSAT
+1,485.7%
+6,954.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.6% |
| 7D | +3.1% | +11.8% | -8.7% | +0.9% |
| 30D | -9.0% | -7.0% | -1.9% | -7.8% |
| 3M | -12.4% | +3.3% | -15.6% | -14.8% |
| 6M | +25.5% | +57.4% | -31.9% | +10.6% |
| YTD | +43.6% | +118.6% | -75.0% | +16.9% |
| 1Y | +87.2% | +150.2% | -63.0% | +46.0% |
| 3Y | +135.2% | +160.7% | -25.5% | +54.8% |
| 5Y | +290.9% | +51.2% | +239.7% | +168.6% |
| 10Y | +1,113.5% | -0.7% | +1,114.1% | +773.8% |
| All | +8,440.3% | +1,485.7% | +6,954.6% | +3,200.3% |
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