+291.9%
SFM vs TXT
+98.4%
+193.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.6% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -11.4% | -11.1% | -0.3% | -9.3% |
| 3M | -12.2% | -13.0% | +0.8% | -10.0% |
| 6M | -5.2% | -16.2% | +11.0% | -2.2% |
| YTD | -4.5% | -8.7% | +4.2% | -3.4% |
| 1Y | -45.4% | -3.8% | -41.6% | -45.4% |
| 3Y | +91.1% | +5.5% | +85.6% | +85.5% |
| 5Y | +226.8% | +12.3% | +214.5% | +210.6% |
| 10Y | +291.9% | +97.4% | +194.5% | +212.7% |
| All | +291.9% | +98.4% | +193.5% | +212.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling