+504.6%
CSX vs SGI
+277.9%
+226.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -3.4% | +8.5% | -11.9% | -5.3% |
| 30D | -3.1% | +0.7% | -3.8% | -3.4% |
| 3M | +7.2% | +0.6% | +6.6% | +6.5% |
| 6M | +16.2% | -17.9% | +34.1% | +20.4% |
| YTD | +37.5% | -21.2% | +58.7% | +43.5% |
| 1Y | +53.2% | -18.9% | +72.1% | +58.2% |
| 3Y | +68.2% | +52.6% | +15.6% | +47.0% |
| 5Y | +65.2% | +60.7% | +4.5% | +37.7% |
| All | +504.6% | +277.9% | +226.7% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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