+1,643.5%
SMCI vs CSX
+502.6%
+1,140.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +18.3% | -1.5% | +19.8% | +19.2% |
| 3M | +27.7% | +6.0% | +21.8% | +23.7% |
| 6M | +17.6% | +20.6% | -3.0% | +6.6% |
| YTD | +27.7% | +36.5% | -8.8% | +8.7% |
| 1Y | -14.9% | +55.0% | -69.8% | -32.0% |
| 3Y | +33.2% | +70.8% | -37.6% | -2.3% |
| 5Y | +921.6% | +69.6% | +852.0% | +653.5% |
| All | +1,643.5% | +502.6% | +1,140.9% | +802.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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