+1,684.5%
STT vs VSAT
+1,481.5%
+203.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +0.4% | +12.5% | -12.0% | -1.9% |
| 30D | -0.4% | +11.0% | -11.5% | -3.0% |
| 3M | -6.5% | -11.1% | +4.6% | -5.6% |
| 6M | +17.2% | +2.8% | +14.4% | +12.5% |
| YTD | +38.2% | +118.0% | -79.8% | +13.0% |
| 1Y | +49.3% | +97.1% | -47.8% | +23.7% |
| 3Y | +181.9% | +296.8% | -114.9% | +76.5% |
| 5Y | +106.9% | +38.7% | +68.2% | +49.6% |
| 10Y | +203.1% | -7.4% | +210.6% | +125.5% |
| All | +1,684.5% | +1,481.5% | +203.1% | +760.5% |
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