+57.9%
SO vs TGT
-25.2%
+83.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | 0.0% | -3.6% | +3.6% | +0.3% |
| 30D | -2.5% | +4.4% | -6.9% | -2.9% |
| 3M | -4.2% | +25.4% | -29.5% | -6.1% |
| 6M | -7.7% | +33.4% | -41.0% | -10.0% |
| YTD | +3.8% | +65.6% | -61.8% | -0.8% |
| 1Y | +0.1% | +80.3% | -80.2% | -5.2% |
| 3Y | +44.2% | +42.1% | +2.1% | +37.3% |
| 5Y | +57.9% | -25.0% | +82.9% | +52.2% |
| All | +57.9% | -25.2% | +83.0% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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