+427.3%
CSX vs SBAC
+93.8%
+333.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.9% |
| 7D | -5.5% | +1.2% | -6.7% | -5.8% |
| 30D | +4.9% | +11.2% | -6.2% | +1.8% |
| 3M | -2.9% | +4.5% | -7.3% | -4.3% |
| 6M | +8.3% | -12.2% | +20.5% | +11.4% |
| YTD | +36.7% | -0.1% | +36.9% | +34.5% |
| 1Y | +41.5% | -0.3% | +41.8% | +39.1% |
| 3Y | +68.6% | -8.7% | +77.4% | +66.3% |
| 5Y | +48.4% | -40.2% | +88.6% | +66.2% |
| All | +427.3% | +93.8% | +333.6% | +473.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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