+82.0%
SIMO vs TXT
+5.9%
+76.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.3% |
| 7D | -16.0% | -1.1% | -15.0% | -15.6% |
| 30D | -35.8% | +17.1% | -52.8% | -39.6% |
| 3M | -26.5% | -2.6% | -23.8% | -25.2% |
| 6M | -33.0% | -4.6% | -28.4% | -31.0% |
| YTD | +84.3% | -0.3% | +84.7% | +88.7% |
| 1Y | +82.0% | +5.9% | +76.1% | +73.8% |
| All | +82.0% | +5.9% | +76.1% | +73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling