-32.3%
SGI vs TXT
+5.9%
-38.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -6.9% | -6.2% |
| 7D | -3.9% | -1.1% | -2.9% | -3.4% |
| 30D | +0.9% | +17.1% | -16.1% | -8.3% |
| 3M | -2.9% | -2.6% | -0.3% | -0.9% |
| 6M | -9.0% | -4.6% | -4.4% | -6.3% |
| YTD | -29.2% | -0.3% | -28.8% | -29.8% |
| 1Y | -32.3% | +5.9% | -38.2% | -36.1% |
| All | -32.3% | +5.9% | -38.2% | -36.1% |
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