+1,077.4%
STX vs TGT
-25.2%
+1,102.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -1.3% |
| 7D | +9.6% | -3.6% | +13.1% | +10.5% |
| 30D | +10.6% | +4.4% | +6.2% | +9.1% |
| 3M | +4.8% | +25.4% | -20.6% | -2.3% |
| 6M | +137.3% | +33.4% | +103.9% | +116.6% |
| YTD | +222.5% | +65.6% | +156.9% | +174.3% |
| 1Y | +366.2% | +80.3% | +285.9% | +284.5% |
| 3Y | +1,352.9% | +42.1% | +1,310.8% | +1,118.7% |
| 5Y | +1,077.4% | -25.0% | +1,102.4% | +1,135.2% |
| All | +1,077.4% | -25.2% | +1,102.6% | +1,135.2% |
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