-6.0%
VSAT vs SM
+4.2%
-10.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.4% |
| 7D | -0.5% | -19.5% | +19.0% | +3.2% |
| 30D | +4.0% | -20.2% | +24.2% | +7.9% |
| 3M | -11.8% | -6.5% | -5.2% | -11.2% |
| 6M | +6.9% | +1.6% | +5.4% | +4.9% |
| YTD | +117.2% | +61.2% | +56.0% | +94.5% |
| 1Y | +102.4% | +65.4% | +37.1% | +80.3% |
| 3Y | +295.5% | -13.0% | +308.5% | +286.8% |
| 5Y | +37.0% | -4.3% | +41.3% | +29.6% |
| 10Y | -6.0% | +3.0% | -9.1% | -41.8% |
| All | -6.0% | +4.2% | -10.2% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling