+427.3%
CSX vs SIMO
+379.7%
+47.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.2% | -7.5% | -3.8% |
| 7D | -5.5% | -22.0% | +16.5% | -3.2% |
| 30D | +4.9% | -43.0% | +48.0% | +11.0% |
| 3M | -2.9% | -39.1% | +36.3% | +1.1% |
| 6M | +8.3% | -33.3% | +41.6% | +9.5% |
| YTD | +36.7% | +77.0% | -40.2% | +15.6% |
| 1Y | +41.5% | +73.0% | -31.5% | +20.0% |
| 3Y | +68.6% | +215.7% | -147.1% | +24.5% |
| 5Y | +48.4% | +155.6% | -107.2% | +9.2% |
| All | +427.3% | +379.7% | +47.6% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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