+11.8%
VSAT vs SFM
+132.6%
-120.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.9% | +2.2% | +4.5% |
| 7D | +11.8% | -0.1% | +11.9% | +11.8% |
| 30D | -7.0% | -4.4% | -2.7% | -6.5% |
| 3M | +3.3% | +1.5% | +1.8% | +2.8% |
| 6M | +57.4% | +6.5% | +51.0% | +55.3% |
| YTD | +118.6% | +2.2% | +116.4% | +116.6% |
| 1Y | +150.2% | -41.9% | +192.1% | +168.9% |
| 3Y | +160.7% | +106.8% | +54.0% | +131.7% |
| 5Y | +51.2% | +231.6% | -180.4% | +21.7% |
| 10Y | -0.7% | +258.4% | -259.1% | -24.5% |
| All | +11.8% | +132.6% | -120.8% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling