+48.2%
CSX vs SMTC
+13.5%
+34.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +12.7% | -16.1% | -4.3% |
| 7D | -5.5% | -19.0% | +13.5% | -4.3% |
| 30D | +4.9% | -46.7% | +51.7% | +9.6% |
| 3M | -2.9% | -23.4% | +20.6% | -2.3% |
| 6M | +8.3% | -13.4% | +21.8% | +6.4% |
| YTD | +36.7% | +40.1% | -3.3% | +27.2% |
| 1Y | +41.5% | +47.7% | -6.2% | +30.7% |
| 3Y | +68.6% | +606.9% | -538.3% | +14.9% |
| All | +48.2% | +13.5% | +34.7% | +39.4% |
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