+3,682.5%
CSX vs SGI
+2,021.1%
+1,661.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.4% | -1.7% |
| 7D | -2.7% | +5.3% | -8.0% | -3.9% |
| 30D | +7.0% | +8.2% | -1.2% | +5.0% |
| 3M | -0.3% | -2.2% | +1.9% | -0.2% |
| 6M | +13.5% | -8.4% | +22.0% | +14.7% |
| YTD | +41.5% | -23.4% | +64.9% | +48.2% |
| 1Y | +45.8% | -14.0% | +59.7% | +48.2% |
| 3Y | +74.4% | +78.8% | -4.4% | +47.6% |
| 5Y | +53.6% | +58.6% | -5.0% | +28.6% |
| 10Y | +465.6% | +427.8% | +37.8% | +221.8% |
| All | +3,682.5% | +2,021.1% | +1,661.4% | +1,101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling