+412.6%
CSX vs SBAC
+97.3%
+315.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | -2.2% | +3.0% | -5.2% | -3.0% |
| 30D | +6.8% | +4.3% | +2.5% | +5.5% |
| 3M | +0.7% | +4.1% | -3.5% | -0.7% |
| 6M | +13.3% | -11.6% | +24.9% | +16.3% |
| YTD | +40.5% | +0.4% | +40.2% | +38.0% |
| 1Y | +44.7% | -1.1% | +45.8% | +42.6% |
| 3Y | +74.5% | -7.3% | +81.8% | +71.1% |
| 5Y | +52.0% | -40.8% | +92.8% | +71.2% |
| 10Y | +412.6% | +103.0% | +309.7% | +438.0% |
| All | +412.6% | +97.3% | +315.4% | +438.0% |
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