+0.4%
VSAT vs SM
+16.0%
-15.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.0% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | -14.7% | +20.3% | -35.0% | -17.4% |
| 3M | +13.2% | +22.9% | -9.8% | +8.3% |
| 6M | +57.4% | +47.8% | +9.5% | +44.2% |
| YTD | +110.0% | +107.5% | +2.5% | +80.9% |
| 1Y | +134.4% | +51.7% | +82.7% | +112.3% |
| 3Y | +203.5% | -0.9% | +204.4% | +191.0% |
| 5Y | +47.1% | +112.2% | -65.1% | +24.2% |
| 10Y | +0.4% | +20.3% | -20.0% | -38.3% |
| All | +0.4% | +16.0% | -15.6% | -38.3% |
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