+46.4%
CSX vs SGI
-18.9%
+65.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.4% | -1.8% |
| 7D | -2.7% | +5.3% | -8.0% | -3.7% |
| 30D | +7.0% | +8.2% | -1.2% | +5.3% |
| 3M | -0.3% | -2.2% | +1.9% | -0.1% |
| 6M | +13.5% | -8.4% | +22.0% | +15.1% |
| YTD | +41.5% | -23.4% | +64.9% | +47.7% |
| All | +46.4% | -18.9% | +65.3% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling