+215.7%
SIMO vs TXT
+7.8%
+207.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.1% | +5.1% |
| 7D | -22.0% | -2.5% | -19.5% | -21.1% |
| 30D | -43.0% | +14.4% | -57.4% | -46.8% |
| 3M | -39.1% | -4.9% | -34.2% | -37.8% |
| 6M | -33.3% | -10.2% | -23.1% | -29.9% |
| YTD | +77.0% | -4.1% | +81.1% | +77.6% |
| 1Y | +73.0% | +4.0% | +69.1% | +66.1% |
| 3Y | +215.7% | +8.0% | +207.8% | +198.7% |
| All | +215.7% | +7.8% | +207.9% | +198.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling