+427.3%
CSX vs SFM
+138.2%
+289.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.8% | +1.5% | -2.8% |
| 7D | -5.5% | -1.2% | -4.3% | -5.5% |
| 30D | +4.9% | -24.8% | +29.7% | +7.8% |
| 3M | -2.9% | -43.7% | +40.8% | +2.8% |
| 6M | +8.3% | -37.3% | +45.6% | +12.9% |
| YTD | +36.7% | -38.4% | +75.1% | +42.1% |
| 1Y | +41.5% | -36.9% | +78.4% | +46.5% |
| 3Y | +68.6% | +20.7% | +48.0% | +55.8% |
| 5Y | +48.4% | +103.5% | -55.0% | +25.9% |
| All | +427.3% | +138.2% | +289.1% | +337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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