+226.1%
VSAT vs SBAC
-9.5%
+235.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | +17.3% | -0.1% | +17.4% | +17.3% |
| 30D | -3.3% | +3.2% | -6.5% | -4.6% |
| 3M | +18.7% | -5.1% | +23.8% | +20.6% |
| 6M | +77.6% | -2.1% | +79.7% | +75.1% |
| YTD | +125.6% | -0.5% | +126.1% | +121.1% |
| 1Y | +158.3% | +1.1% | +157.2% | +152.0% |
| 3Y | +226.1% | -7.4% | +233.6% | +228.1% |
| All | +226.1% | -9.5% | +235.7% | +228.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling