+29.9%
TGT vs SN
+476.8%
-446.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.4% |
| 7D | -3.6% | -3.4% | -0.2% | -2.8% |
| 30D | +4.4% | -9.1% | +13.5% | +6.5% |
| 3M | +25.4% | +31.8% | -6.4% | +16.7% |
| 6M | +33.4% | +52.0% | -18.7% | +19.4% |
| YTD | +65.6% | +51.3% | +14.3% | +48.1% |
| 1Y | +80.3% | +46.9% | +33.4% | +61.6% |
| 3Y | +42.1% | +394.9% | -352.8% | +10.3% |
| All | +29.9% | +476.8% | -446.8% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling