+518.8%
STM vs VSAT
+1,246.3%
-727.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.7% | -3.3% | +2.4% |
| 7D | -10.7% | -17.0% | +6.2% | -6.2% |
| 30D | -25.7% | -9.8% | -16.0% | -23.8% |
| 3M | -21.6% | -22.0% | +0.4% | -16.7% |
| 6M | -27.8% | -5.0% | -22.8% | -28.4% |
| YTD | +61.8% | +85.6% | -23.8% | +32.6% |
| 1Y | +78.1% | +80.2% | -2.1% | +45.9% |
| 3Y | +4.9% | +250.0% | -245.1% | -41.2% |
| 5Y | -14.3% | -4.6% | -9.7% | -37.7% |
| 10Y | +414.1% | -7.2% | +421.3% | +251.1% |
| All | +518.8% | +1,246.3% | -727.5% | +74.8% |
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