+282.5%
SGI vs TXT
+99.4%
+183.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.8% |
| 7D | +9.3% | -0.2% | +9.5% | +9.4% |
| 30D | +6.9% | -11.1% | +17.9% | +14.5% |
| 3M | +2.8% | -13.0% | +15.8% | +11.6% |
| 6M | -12.6% | -16.2% | +3.6% | -2.9% |
| YTD | -21.5% | -8.7% | -12.8% | -17.6% |
| 1Y | -18.8% | -3.8% | -15.0% | -17.5% |
| 3Y | +60.8% | +5.5% | +55.3% | +50.9% |
| 5Y | +60.0% | +12.3% | +47.7% | +44.4% |
| All | +282.5% | +99.4% | +183.1% | +129.5% |
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