+46.8%
TGT vs SN
+430.5%
-383.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -0.6% | +0.1% | -0.8% | -0.7% |
| 30D | +9.5% | -5.6% | +15.1% | +10.9% |
| 3M | +32.3% | +48.1% | -15.8% | +17.9% |
| 6M | +37.0% | +57.6% | -20.6% | +19.3% |
| YTD | +71.0% | +56.5% | +14.5% | +48.8% |
| 1Y | +85.0% | +52.6% | +32.5% | +61.4% |
| 3Y | +46.8% | +412.0% | -365.1% | +3.6% |
| All | +46.8% | +430.5% | -383.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling