-15.7%
STM vs VSAT
-0.1%
-15.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.7% | -3.3% | +3.0% |
| 7D | -10.7% | -17.0% | +6.2% | -7.6% |
| 30D | -25.7% | -9.8% | -16.0% | -24.4% |
| 3M | -21.6% | -22.0% | +0.4% | -18.2% |
| 6M | -27.8% | -5.0% | -22.8% | -27.9% |
| YTD | +61.8% | +85.6% | -23.8% | +44.7% |
| 1Y | +78.1% | +80.2% | -2.1% | +59.4% |
| 3Y | +4.9% | +250.0% | -245.1% | -23.8% |
| All | -15.7% | -0.1% | -15.7% | -29.6% |
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