+50.8%
SGI vs TXT
+7.8%
+43.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -4.1% |
| 7D | +1.0% | -2.5% | +3.5% | +2.8% |
| 30D | +3.9% | +14.4% | -10.5% | -5.7% |
| 3M | -0.8% | -4.9% | +4.1% | +2.0% |
| 6M | -18.0% | -10.2% | -7.7% | -12.3% |
| YTD | -27.6% | -4.1% | -23.5% | -26.5% |
| 1Y | -27.2% | +4.0% | -31.2% | -30.3% |
| 3Y | +76.0% | +8.0% | +68.0% | +57.5% |
| All | +50.8% | +7.8% | +43.0% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling