+504.6%
CSX vs SIMO
+502.1%
+2.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | -0.2% |
| 7D | -3.4% | +4.2% | -7.6% | -3.9% |
| 30D | -3.1% | +4.1% | -7.2% | -4.0% |
| 3M | +7.2% | -12.9% | +20.0% | +7.3% |
| 6M | +16.2% | +110.3% | -94.2% | +0.3% |
| YTD | +37.5% | +178.6% | -141.0% | +12.2% |
| 1Y | +53.2% | +220.0% | -166.8% | +21.4% |
| 3Y | +68.2% | +409.0% | -340.8% | +19.5% |
| 5Y | +65.2% | +277.3% | -212.1% | +19.2% |
| All | +504.6% | +502.1% | +2.5% | +260.1% |
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