+1,573.8%
VSAT vs SM
+720.9%
+852.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.5% | +5.5% |
| 7D | +11.8% | +0.1% | +11.7% | +11.7% |
| 30D | -7.0% | +26.3% | -33.4% | -10.9% |
| 3M | +3.3% | +8.7% | -5.4% | +0.8% |
| 6M | +57.4% | +51.7% | +5.8% | +43.0% |
| YTD | +118.6% | +99.0% | +19.5% | +88.7% |
| 1Y | +150.2% | +34.6% | +115.6% | +130.6% |
| 3Y | +160.7% | -7.8% | +168.5% | +153.2% |
| 5Y | +51.2% | +104.8% | -53.6% | +25.1% |
| 10Y | -0.7% | +7.2% | -7.9% | -35.7% |
| All | +1,573.8% | +720.9% | +852.9% | +556.2% |
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