-17.7%
SMCI vs CSX
+17.8%
-35.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +1.0% | -12.3% | -11.4% |
| 7D | -0.3% | +3.1% | -3.4% | -0.6% |
| 30D | -30.9% | +9.7% | -40.6% | -31.4% |
| 3M | -28.2% | +4.9% | -33.2% | -27.2% |
| 6M | -17.7% | +18.4% | -36.0% | -23.9% |
| All | -17.7% | +17.8% | -35.5% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling