+1,872.3%
SGI vs TXT
+223.2%
+1,649.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +8.5% | -4.8% | +13.3% | +11.2% |
| 30D | +0.7% | -10.6% | +11.3% | +6.3% |
| 3M | +0.6% | -13.2% | +13.8% | +7.8% |
| 6M | -17.9% | -20.3% | +2.4% | -8.1% |
| YTD | -21.2% | -9.3% | -11.9% | -17.5% |
| 1Y | -18.9% | -2.7% | -16.2% | -18.1% |
| 3Y | +52.6% | +1.4% | +51.3% | +48.7% |
| 5Y | +60.7% | +9.6% | +51.2% | +51.5% |
| 10Y | +278.1% | +94.9% | +183.2% | +154.6% |
| All | +1,872.3% | +223.2% | +1,649.1% | +742.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling