+58.1%
CSX vs SMTC
+40.1%
+18.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.3% | -8.7% | +0.8% |
| 7D | -0.3% | +12.9% | -13.1% | -1.4% |
| 30D | +8.7% | -25.6% | +34.3% | +10.6% |
| 3M | +4.2% | -4.5% | +8.8% | +3.0% |
| 6M | +16.7% | -8.3% | +25.0% | +14.5% |
| YTD | +44.5% | +69.9% | -25.4% | +32.4% |
| 1Y | +50.3% | +73.9% | -23.6% | +37.2% |
| 3Y | +76.3% | +757.7% | -681.4% | +18.3% |
| 5Y | +58.1% | +38.7% | +19.4% | +47.4% |
| All | +58.1% | +40.1% | +18.1% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling