+54.7%
VSAT vs SM
+111.2%
-56.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +2.2% |
| 7D | +17.3% | -0.2% | +17.5% | +17.3% |
| 30D | -3.3% | +31.5% | -34.8% | -10.9% |
| 3M | +18.7% | +17.3% | +1.4% | +11.5% |
| 6M | +77.6% | +48.5% | +29.0% | +50.3% |
| YTD | +125.6% | +106.3% | +19.4% | +68.9% |
| 1Y | +158.3% | +47.3% | +111.0% | +115.4% |
| 3Y | +226.1% | -1.4% | +227.6% | +199.1% |
| 5Y | +54.7% | +114.0% | -59.4% | +20.6% |
| All | +54.7% | +111.2% | -56.6% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling