+20.3%
SGOV vs TXT
+164.3%
-144.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | 0.0% |
| 7D | 0.0% | +2.5% | -2.4% | +0.1% |
| 30D | +0.3% | -8.9% | +9.2% | +0.3% |
| 3M | +0.9% | -13.6% | +14.5% | +0.9% |
| 6M | +1.8% | -13.1% | +14.9% | +1.8% |
| YTD | +2.5% | -7.0% | +9.6% | +2.5% |
| 1Y | +3.8% | -1.4% | +5.2% | +3.8% |
| 3Y | +14.4% | +7.0% | +7.4% | +14.4% |
| 5Y | +20.2% | +15.4% | +4.8% | +20.2% |
| All | +20.3% | +164.3% | -144.0% | +20.3% |
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 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