+1,148.8%
VSAT vs SBAC
+2,208.1%
-1,059.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.3% |
| 7D | +11.8% | -0.8% | +12.6% | +12.0% |
| 30D | -7.0% | +6.9% | -14.0% | -8.5% |
| 3M | +3.3% | -8.2% | +11.5% | +4.6% |
| 6M | +57.4% | -1.6% | +59.1% | +57.2% |
| YTD | +118.6% | -0.1% | +118.7% | +117.5% |
| 1Y | +150.2% | -0.5% | +150.7% | +149.2% |
| 3Y | +160.7% | -9.1% | +169.8% | +162.1% |
| 5Y | +51.2% | -43.8% | +95.0% | +67.3% |
| 10Y | -0.7% | +80.5% | -81.2% | -13.7% |
| All | +1,148.8% | +2,208.1% | -1,059.3% | +493.1% |
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 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