+490.1%
CSX vs SMTC
+434.3%
+55.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.2% | -8.4% | -0.6% |
| 7D | -3.4% | +12.7% | -16.1% | -5.3% |
| 30D | -3.1% | +22.0% | -25.1% | -7.0% |
| 3M | +7.2% | -12.7% | +19.8% | +7.4% |
| 6M | +16.2% | +64.8% | -48.6% | +2.4% |
| YTD | +37.5% | +100.7% | -63.1% | +16.4% |
| 1Y | +53.2% | +146.9% | -93.7% | +23.4% |
| 3Y | +68.2% | +456.8% | -388.6% | -2.6% |
| 5Y | +65.2% | +89.2% | -24.0% | +25.3% |
| All | +490.1% | +434.3% | +55.8% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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