+20.7%
SFM vs TXT
+7.8%
+12.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.9% | -4.7% |
| 7D | -1.2% | -2.5% | +1.3% | -1.0% |
| 30D | -24.8% | +14.4% | -39.2% | -26.0% |
| 3M | -43.7% | -4.9% | -38.8% | -42.7% |
| 6M | -37.3% | -10.2% | -27.0% | -35.6% |
| YTD | -38.4% | -4.1% | -34.3% | -38.0% |
| 1Y | -36.9% | +4.0% | -40.9% | -37.8% |
| 3Y | +20.7% | +8.0% | +12.7% | +19.1% |
| All | +20.7% | +7.8% | +12.8% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling