+0.4%
VSAT vs SBAC
+78.4%
-78.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.5% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -14.7% | +3.9% | -18.6% | -16.2% |
| 3M | +13.2% | -8.2% | +21.3% | +16.3% |
| 6M | +57.4% | -2.8% | +60.2% | +56.7% |
| YTD | +110.0% | -1.5% | +111.5% | +107.9% |
| 1Y | +134.4% | 0.0% | +134.4% | +130.6% |
| 3Y | +203.5% | -8.4% | +211.9% | +200.4% |
| 5Y | +47.1% | -43.5% | +90.7% | +76.4% |
| 10Y | +0.4% | +86.9% | -86.5% | -6.0% |
| All | +0.4% | +78.4% | -78.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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