-35.0%
SFM vs TXT
+9.2%
-44.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.4% |
| 7D | -12.3% | +10.6% | -22.9% | -9.1% |
| 30D | -16.2% | +14.4% | -30.6% | -13.4% |
| 3M | -36.8% | -2.7% | -34.0% | -33.9% |
| 6M | -32.6% | -4.7% | -27.9% | -29.4% |
| YTD | -31.7% | -0.5% | -31.2% | -29.9% |
| 1Y | -35.0% | +8.7% | -43.7% | -31.9% |
| All | -35.0% | +9.2% | -44.2% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling