+409.0%
CSX vs SGI
+356.4%
+52.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.5% | +2.4% |
| 7D | +0.7% | -3.9% | +4.6% | +1.6% |
| 30D | +8.1% | +0.9% | +7.1% | +7.7% |
| 3M | +2.2% | -2.9% | +5.1% | +2.5% |
| 6M | +14.6% | -9.0% | +23.6% | +16.1% |
| YTD | +42.2% | -29.2% | +71.4% | +52.0% |
| 1Y | +47.3% | -32.3% | +79.6% | +59.0% |
| 3Y | +73.5% | +72.4% | +1.1% | +46.8% |
| 5Y | +54.1% | +50.6% | +3.5% | +29.5% |
| 10Y | +409.0% | +335.2% | +73.7% | +192.1% |
| All | +409.0% | +356.4% | +52.5% | +192.1% |
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