+74.9%
CSX vs SMTC
+690.9%
-615.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.3% |
| 7D | +0.7% | -10.9% | +11.6% | +1.0% |
| 30D | +8.1% | -39.4% | +47.5% | +10.1% |
| 3M | +2.2% | -13.5% | +15.7% | +1.9% |
| 6M | +14.6% | -6.8% | +21.4% | +12.9% |
| YTD | +42.2% | +54.0% | -11.8% | +35.5% |
| 1Y | +47.3% | +50.8% | -3.5% | +40.3% |
| All | +74.9% | +690.9% | -615.9% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling