+21.0%
STM vs VSAT
+51.9%
-30.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +1.0% |
| 7D | +5.8% | +11.8% | -6.0% | +3.8% |
| 30D | -1.0% | -7.0% | +6.0% | +0.1% |
| 3M | -33.3% | +3.3% | -36.5% | -34.1% |
| 6M | +57.4% | +57.4% | -0.1% | +44.6% |
| YTD | +102.2% | +118.6% | -16.4% | +76.4% |
| 1Y | +99.6% | +150.2% | -50.6% | +69.2% |
| 3Y | +14.5% | +160.7% | -146.2% | -12.0% |
| All | +21.0% | +51.9% | -30.9% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling