+335.2%
SGI vs TXT
+103.6%
+231.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -6.9% | -6.3% |
| 7D | -3.9% | -1.1% | -2.9% | -3.4% |
| 30D | +0.9% | +17.1% | -16.1% | -8.6% |
| 3M | -2.9% | -2.6% | -0.3% | -2.0% |
| 6M | -9.0% | -4.6% | -4.4% | -7.1% |
| YTD | -29.2% | -0.3% | -28.8% | -29.8% |
| 1Y | -32.3% | +5.9% | -38.2% | -35.3% |
| 3Y | +72.4% | +14.4% | +58.0% | +53.6% |
| 5Y | +50.6% | +15.9% | +34.8% | +32.5% |
| 10Y | +335.2% | +99.6% | +235.7% | +146.1% |
| All | +335.2% | +103.6% | +231.6% | +146.1% |
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 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