+586.8%
SMCI vs CSX
+56.8%
+529.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.6% | +7.9% | +8.6% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -23.9% | +8.7% | -32.6% | -27.7% |
| 3M | -3.7% | +4.2% | -7.9% | -6.4% |
| 6M | -9.2% | +16.7% | -25.9% | -17.6% |
| YTD | +4.0% | +44.5% | -40.5% | -16.8% |
| 1Y | -21.6% | +50.3% | -71.9% | -38.7% |
| 3Y | +14.4% | +76.3% | -61.9% | -24.2% |
| 5Y | +586.8% | +58.1% | +528.6% | +387.8% |
| All | +586.8% | +56.8% | +529.9% | +387.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling