+43.4%
SMCI vs CSX
+68.3%
-24.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +9.7% | +0.6% | +9.1% | +9.4% |
| 30D | +29.3% | -2.3% | +31.6% | +30.5% |
| 3M | -8.5% | +4.3% | -12.8% | -9.9% |
| 6M | +28.6% | +23.4% | +5.2% | +18.0% |
| YTD | +37.5% | +36.4% | +1.1% | +22.3% |
| 1Y | +0.5% | +53.0% | -52.5% | -13.7% |
| 3Y | +43.4% | +70.6% | -27.2% | +21.7% |
| All | +43.4% | +68.3% | -24.8% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling