+427.3%
CSX vs SMTC
+313.7%
+113.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +12.7% | -16.1% | -5.2% |
| 7D | -5.5% | -19.0% | +13.5% | -3.1% |
| 30D | +4.9% | -46.7% | +51.7% | +14.0% |
| 3M | -2.9% | -23.4% | +20.6% | -1.7% |
| 6M | +8.3% | -13.4% | +21.8% | +4.9% |
| YTD | +36.7% | +40.1% | -3.3% | +19.8% |
| 1Y | +41.5% | +47.7% | -6.2% | +22.3% |
| 3Y | +68.6% | +606.9% | -538.3% | -13.0% |
| 5Y | +48.4% | +14.4% | +34.1% | +22.9% |
| All | +427.3% | +313.7% | +113.7% | +207.2% |
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