+131.9%
CSX vs SITM
+4,507.3%
-4,375.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | +0.6% | +8.4% | -7.7% | -0.2% |
| 30D | -2.3% | -17.4% | +15.2% | -0.6% |
| 3M | +4.3% | -9.8% | +14.1% | +4.1% |
| 6M | +23.4% | +83.0% | -59.6% | +12.6% |
| YTD | +36.4% | +69.6% | -33.2% | +24.9% |
| 1Y | +53.0% | +144.9% | -91.9% | +33.3% |
| 3Y | +70.6% | +429.9% | -359.2% | +28.0% |
| 5Y | +65.5% | +169.2% | -103.7% | +24.8% |
| All | +131.9% | +4,507.3% | -4,375.4% | +10.6% |
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