+67.8%
CSX vs SFM
+230.0%
-162.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.6% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -3.1% | -4.4% | +1.3% | -2.7% |
| 3M | +7.2% | +1.5% | +5.6% | +6.7% |
| 6M | +16.2% | +6.5% | +9.7% | +14.6% |
| YTD | +37.5% | +2.2% | +35.4% | +36.2% |
| 1Y | +53.2% | -41.9% | +95.1% | +62.6% |
| 3Y | +68.2% | +106.8% | -38.5% | +43.6% |
| All | +67.8% | +230.0% | -162.2% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling