+53.6%
CSX vs SIMO
+144.7%
-91.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.4% | +12.0% | -1.6% |
| 7D | -2.7% | -31.4% | +28.7% | -0.9% |
| 30D | +7.0% | -45.2% | +52.2% | +10.2% |
| 3M | -0.3% | -36.5% | +36.2% | +1.3% |
| 6M | +13.5% | -34.2% | +47.7% | +14.0% |
| YTD | +41.5% | +69.9% | -28.4% | +28.0% |
| 1Y | +45.8% | +60.4% | -14.6% | +32.6% |
| 3Y | +74.4% | +203.1% | -128.8% | +44.2% |
| 5Y | +53.6% | +145.4% | -91.8% | +26.5% |
| All | +53.6% | +144.7% | -91.1% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling