-6.0%
VSAT vs SBAC
+103.9%
-109.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -0.5% | +3.6% | -4.2% | -2.4% |
| 30D | +4.0% | +4.9% | -0.9% | +1.2% |
| 3M | -11.8% | +6.5% | -18.2% | -14.9% |
| 6M | +6.9% | -11.1% | +18.0% | +10.5% |
| YTD | +117.2% | +0.9% | +116.3% | +111.2% |
| 1Y | +102.4% | -1.6% | +104.0% | +99.3% |
| 3Y | +295.5% | -7.0% | +302.4% | +285.5% |
| 5Y | +37.0% | -39.2% | +76.3% | +59.5% |
| 10Y | -6.0% | +111.4% | -117.4% | -21.3% |
| All | -6.0% | +103.9% | -109.9% | -21.3% |
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