+69.8%
CSX vs SGI
+75.0%
-5.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -2.1% |
| 7D | -5.5% | +1.0% | -6.5% | -5.7% |
| 30D | +4.9% | +3.9% | +1.0% | +4.0% |
| 3M | -2.9% | -0.8% | -2.0% | -2.9% |
| 6M | +8.3% | -18.0% | +26.3% | +12.6% |
| YTD | +36.7% | -27.6% | +64.3% | +45.6% |
| 1Y | +41.5% | -27.2% | +68.7% | +50.2% |
| All | +69.8% | +75.0% | -5.2% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling