+185.4%
SW vs VSAT
-15.7%
+201.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.1% | +9.6% | -0.6% |
| 7D | +4.7% | -23.9% | +28.5% | +6.8% |
| 30D | +5.0% | -20.2% | +25.2% | +6.5% |
| 3M | -7.3% | -26.7% | +19.4% | -5.5% |
| 6M | +15.0% | -9.4% | +24.4% | +14.2% |
| YTD | +18.5% | +72.3% | -53.8% | +10.6% |
| 1Y | +27.1% | +56.6% | -29.5% | +19.3% |
| 3Y | +49.3% | +199.9% | -150.6% | +24.6% |
| 5Y | -1.6% | -11.4% | +9.7% | -12.4% |
| All | +185.4% | -15.7% | +201.1% | +145.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling