-25.6%
TGT vs SBAC
-45.4%
+19.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.3% |
| 7D | -5.0% | -5.3% | +0.2% | -3.5% |
| 30D | +3.0% | +0.4% | +2.7% | +2.9% |
| 3M | +22.6% | -11.9% | +34.5% | +26.9% |
| 6M | +31.2% | -4.5% | +35.7% | +31.4% |
| YTD | +63.7% | -4.3% | +68.0% | +63.4% |
| 1Y | +78.5% | -3.9% | +82.4% | +77.6% |
| 3Y | +40.5% | -11.0% | +51.5% | +39.4% |
| 5Y | -25.6% | -44.1% | +18.5% | -11.0% |
| All | -25.6% | -45.4% | +19.8% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling