+132.5%
CSX vs SITM
+3,107.0%
-2,974.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +17.4% | -20.8% | -5.0% |
| 7D | -5.5% | -6.7% | +1.2% | -5.2% |
| 30D | +4.9% | -37.3% | +42.3% | +9.1% |
| 3M | -2.9% | -39.4% | +36.5% | +0.9% |
| 6M | +8.3% | -33.1% | +41.5% | +9.3% |
| YTD | +36.7% | +18.0% | +18.7% | +28.5% |
| 1Y | +41.5% | +22.7% | +18.8% | +32.0% |
| 3Y | +68.6% | +283.8% | -215.2% | +29.5% |
| 5Y | +48.4% | +45.0% | +3.4% | +19.3% |
| All | +132.5% | +3,107.0% | -2,974.6% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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