+67.8%
CSX vs SIRI
-44.4%
+112.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.1% |
| 7D | -3.4% | +1.6% | -5.0% | -3.6% |
| 30D | -3.1% | -4.7% | +1.6% | -2.6% |
| 3M | +7.2% | +5.3% | +1.9% | +6.4% |
| 6M | +16.2% | +30.5% | -14.3% | +12.4% |
| YTD | +37.5% | +49.6% | -12.1% | +31.0% |
| 1Y | +53.2% | +28.5% | +24.7% | +48.1% |
| 3Y | +68.2% | -27.5% | +95.7% | +67.7% |
| All | +67.8% | -44.4% | +112.2% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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