+1,133.1%
VSAT vs SBAC
+2,219.2%
-1,086.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +0.5% | +15.8% | +16.2% |
| 7D | +0.4% | +3.0% | -2.6% | -0.5% |
| 30D | +3.3% | +4.3% | -1.0% | +2.0% |
| 3M | -7.5% | +4.1% | -11.6% | -8.7% |
| 6M | +6.2% | -11.6% | +17.8% | +8.0% |
| YTD | +115.8% | +0.4% | +115.5% | +113.8% |
| 1Y | +107.7% | -1.1% | +108.8% | +106.6% |
| 3Y | +292.0% | -7.3% | +299.3% | +291.1% |
| 5Y | +35.3% | -40.8% | +76.1% | +47.8% |
| 10Y | -5.2% | +103.0% | -108.2% | -19.6% |
| All | +1,133.1% | +2,219.2% | -1,086.1% | +483.1% |
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