+187.6%
SIMO vs TXT
+10.3%
+177.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.5% |
| 7D | +14.9% | -1.1% | +15.9% | +15.3% |
| 30D | -27.0% | +13.3% | -40.2% | -30.7% |
| 3M | -25.4% | -5.1% | -20.3% | -24.0% |
| 6M | -30.3% | -7.1% | -23.1% | -28.4% |
| YTD | +95.8% | -3.2% | +99.0% | +96.1% |
| 1Y | +100.0% | +2.3% | +97.7% | +95.8% |
| 3Y | +238.3% | +11.1% | +227.2% | +216.9% |
| 5Y | +187.6% | +10.0% | +177.6% | +184.5% |
| All | +187.6% | +10.3% | +177.2% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling