+1,008.1%
TGT vs SRE
+1,524.7%
-516.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -5.0% | -0.7% | -4.4% | -4.8% |
| 30D | +3.0% | -1.7% | +4.8% | +3.5% |
| 3M | +22.6% | -7.1% | +29.7% | +25.3% |
| 6M | +31.2% | -8.4% | +39.6% | +34.5% |
| YTD | +63.7% | -3.5% | +67.2% | +64.8% |
| 1Y | +78.5% | +5.4% | +73.1% | +74.1% |
| 3Y | +40.5% | +29.5% | +11.0% | +25.1% |
| 5Y | -25.6% | +48.3% | -73.9% | -37.0% |
| 10Y | +204.7% | +123.5% | +81.3% | +113.3% |
| All | +1,008.1% | +1,524.7% | -516.7% | +323.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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