+67.8%
CSX vs SMTC
+91.8%
-24.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.2% | -8.4% | +0.1% |
| 7D | -3.4% | +12.7% | -16.1% | -4.4% |
| 30D | -3.1% | +22.0% | -25.1% | -5.1% |
| 3M | +7.2% | -12.7% | +19.8% | +7.4% |
| 6M | +16.2% | +64.8% | -48.6% | +8.6% |
| YTD | +37.5% | +100.7% | -63.1% | +25.9% |
| 1Y | +53.2% | +146.9% | -93.7% | +36.6% |
| 3Y | +68.2% | +456.8% | -388.6% | +24.9% |
| All | +67.8% | +91.8% | -24.0% | +49.9% |
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