+445.7%
CSX vs SGI
+419.1%
+26.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.4% | -1.7% |
| 7D | -2.7% | +5.3% | -8.0% | -4.0% |
| 30D | +7.0% | +8.2% | -1.2% | +4.9% |
| 3M | -0.3% | -2.2% | +1.9% | -0.1% |
| 6M | +13.5% | -8.4% | +22.0% | +14.8% |
| YTD | +41.5% | -23.4% | +64.9% | +48.6% |
| 1Y | +45.8% | -14.0% | +59.7% | +48.3% |
| 3Y | +74.4% | +78.8% | -4.4% | +46.1% |
| 5Y | +53.6% | +58.6% | -5.0% | +27.5% |
| All | +445.7% | +419.1% | +26.6% | +192.3% |
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