+226.1%
VSAT vs SFM
+96.9%
+129.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.5% | +9.7% | +5.0% |
| 7D | +17.3% | -5.8% | +23.1% | +19.0% |
| 30D | -3.3% | -11.4% | +8.1% | -0.4% |
| 3M | +18.7% | -12.2% | +30.9% | +22.4% |
| 6M | +77.6% | -5.2% | +82.7% | +78.5% |
| YTD | +125.6% | -4.5% | +130.1% | +125.9% |
| 1Y | +158.3% | -45.4% | +203.7% | +202.0% |
| 3Y | +226.1% | +91.1% | +135.0% | +108.2% |
| All | +226.1% | +96.9% | +129.3% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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