+434.6%
SIMO vs TXT
+98.8%
+335.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +9.0% |
| 7D | +0.9% | -0.8% | +1.7% | +1.3% |
| 30D | -25.4% | +13.4% | -38.8% | -28.9% |
| 3M | -17.8% | -2.5% | -15.2% | -17.3% |
| 6M | -29.6% | -6.2% | -23.4% | -28.2% |
| YTD | +100.3% | -1.3% | +101.7% | +99.3% |
| 1Y | +100.4% | +4.3% | +96.0% | +95.4% |
| 3Y | +246.1% | +13.2% | +232.9% | +225.3% |
| 5Y | +189.8% | +12.4% | +177.4% | +167.1% |
| 10Y | +434.6% | +94.8% | +339.8% | +338.4% |
| All | +434.6% | +98.8% | +335.8% | +338.4% |
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