+408.0%
SIMO vs TXT
+115.3%
+292.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.4% | +4.9% |
| 7D | -8.5% | -3.5% | -4.9% | -7.2% |
| 30D | -34.8% | +15.2% | -50.0% | -38.2% |
| 3M | -32.8% | -4.5% | -28.4% | -31.9% |
| 6M | -32.0% | -6.1% | -25.9% | -30.7% |
| YTD | +87.0% | -2.0% | +89.0% | +86.6% |
| 1Y | +86.1% | +4.2% | +81.9% | +81.6% |
| 3Y | +226.4% | +14.4% | +212.0% | +206.0% |
| 5Y | +172.1% | +12.3% | +159.8% | +151.1% |
| 10Y | +408.0% | +101.8% | +306.2% | +323.2% |
| All | +408.0% | +115.3% | +292.7% | +323.2% |
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 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