+839.5%
TGT vs SBAC
+2,188.2%
-1,348.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +2.6% | -2.7% | +5.3% | +2.9% |
| 30D | +6.6% | +3.3% | +3.3% | +6.2% |
| 3M | +5.2% | +3.3% | +1.9% | +4.7% |
| 6M | +35.3% | -10.9% | +46.3% | +36.9% |
| YTD | +70.3% | -1.0% | +71.3% | +69.4% |
| 1Y | +81.2% | -4.5% | +85.6% | +80.9% |
| 3Y | +66.9% | -8.7% | +75.7% | +66.7% |
| 5Y | -27.2% | -40.6% | +13.4% | -23.7% |
| 10Y | +206.6% | +109.4% | +97.2% | +177.8% |
| All | +839.5% | +2,188.2% | -1,348.7% | +546.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling