+77.2%
TGT vs SBAC
-2.5%
+79.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.2% |
| 7D | -5.2% | -2.1% | -3.1% | -5.0% |
| 30D | +1.2% | +2.0% | -0.8% | +1.0% |
| 3M | +18.4% | -8.3% | +26.7% | +19.1% |
| 6M | +33.4% | +0.3% | +33.1% | +34.2% |
| YTD | +63.8% | -2.2% | +66.0% | +65.3% |
| 1Y | +77.2% | -4.6% | +81.8% | +78.0% |
| All | +77.2% | -2.5% | +79.6% | +78.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling