+79.8%
VSAT vs SARO
-7.8%
+87.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +1.9% | -13.1% | -12.6% |
| 7D | -14.7% | +15.8% | -30.4% | -24.4% |
| 30D | -4.3% | +22.2% | -26.5% | -19.1% |
| 3M | -22.5% | -16.2% | -6.3% | -9.1% |
| 6M | +4.7% | +4.6% | +0.1% | +1.0% |
| YTD | +93.8% | -10.4% | +104.2% | +101.5% |
| 1Y | +79.8% | -6.5% | +86.3% | +78.6% |
| All | +79.8% | -7.8% | +87.6% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling