+412.6%
CSX vs SIMO
+436.4%
-23.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -2.9% | +2.1% |
| 7D | -2.2% | -8.2% | +6.0% | -1.5% |
| 30D | +6.8% | -34.6% | +41.4% | +11.2% |
| 3M | +0.7% | -32.6% | +33.3% | +3.6% |
| 6M | +13.3% | -31.8% | +45.1% | +14.3% |
| YTD | +40.5% | +87.6% | -47.1% | +18.1% |
| 1Y | +44.7% | +86.7% | -42.0% | +21.6% |
| 3Y | +74.5% | +227.4% | -152.9% | +28.6% |
| 5Y | +52.0% | +173.0% | -121.0% | +11.0% |
| 10Y | +412.6% | +409.6% | +3.0% | +210.9% |
| All | +412.6% | +436.4% | -23.7% | +210.9% |
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