+1,552.7%
VSAT vs SM
+555.5%
+997.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.7% | +19.0% | +16.8% |
| 7D | +0.4% | -22.3% | +22.6% | +4.9% |
| 30D | +3.3% | -21.4% | +24.6% | +7.6% |
| 3M | -7.5% | +1.4% | -8.8% | -8.2% |
| 6M | +6.2% | +0.1% | +6.1% | +4.4% |
| YTD | +115.8% | +59.0% | +56.9% | +93.1% |
| 1Y | +107.7% | +64.3% | +43.3% | +84.6% |
| 3Y | +292.0% | -13.1% | +305.2% | +283.6% |
| 5Y | +35.3% | -13.9% | +49.2% | +29.1% |
| 10Y | -5.2% | +1.7% | -6.9% | -38.0% |
| All | +1,552.7% | +555.5% | +997.1% | +571.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling