-37.2%
SFM vs TXT
+4.2%
-41.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.3% | +1.4% |
| 7D | -10.2% | -3.5% | -6.7% | -11.0% |
| 30D | -23.9% | +15.2% | -39.1% | -21.7% |
| 3M | -42.3% | -4.5% | -37.8% | -39.7% |
| 6M | -40.1% | -6.1% | -34.0% | -37.5% |
| YTD | -37.8% | -2.0% | -35.8% | -36.2% |
| All | -37.2% | +4.2% | -41.4% | -34.1% |
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