+203.6%
TGT vs SBAC
+87.1%
+116.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.6% |
| 7D | -5.2% | -2.1% | -3.1% | -4.7% |
| 30D | +1.2% | +2.0% | -0.8% | +0.6% |
| 3M | +18.4% | -8.3% | +26.7% | +20.9% |
| 6M | +33.4% | +0.3% | +33.1% | +31.7% |
| YTD | +63.8% | -2.2% | +66.0% | +62.4% |
| 1Y | +77.2% | -4.6% | +81.8% | +76.8% |
| 3Y | +41.8% | -8.3% | +50.1% | +40.2% |
| 5Y | -25.5% | -42.8% | +17.3% | -15.8% |
| All | +203.6% | +87.1% | +116.5% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling