+1,145.5%
VSAT vs SBAC
+2,215.3%
-1,069.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | +12.5% | -2.8% | +15.3% | +13.2% |
| 30D | +11.0% | +3.1% | +7.9% | +10.0% |
| 3M | -11.1% | +5.1% | -16.3% | -12.4% |
| 6M | +2.8% | -11.4% | +14.2% | +4.5% |
| YTD | +118.0% | +0.2% | +117.8% | +116.1% |
| 1Y | +97.1% | -3.9% | +101.0% | +97.3% |
| 3Y | +296.8% | -7.7% | +304.5% | +296.2% |
| 5Y | +38.7% | -39.7% | +78.4% | +51.0% |
| 10Y | -7.4% | +111.9% | -119.3% | -22.1% |
| All | +1,145.5% | +2,215.3% | -1,069.8% | +489.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling