+11.1%
VSAT vs SFM
+39.6%
-28.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -0.5% | -6.9% | +6.4% | +0.5% |
| 30D | +4.0% | -25.0% | +28.9% | +7.6% |
| 3M | -11.8% | -42.7% | +31.0% | -4.7% |
| 6M | +6.9% | -41.0% | +47.9% | +14.9% |
| YTD | +117.2% | -38.7% | +155.9% | +131.0% |
| 1Y | +102.4% | -38.1% | +140.6% | +114.6% |
| 3Y | +295.5% | +19.3% | +276.1% | +279.1% |
| 5Y | +37.0% | +103.1% | -66.1% | +18.1% |
| 10Y | -6.0% | +131.1% | -137.1% | -24.0% |
| All | +11.1% | +39.6% | -28.5% | +2.7% |
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