+1,469.9%
SMH vs CSX
+436.1%
+1,033.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +3.6% |
| 7D | -4.1% | -2.2% | -1.9% | -3.0% |
| 30D | -19.2% | +6.8% | -26.0% | -22.3% |
| 3M | -16.4% | +0.7% | -17.0% | -17.2% |
| 6M | -14.0% | +13.3% | -27.2% | -20.5% |
| YTD | +35.3% | +40.5% | -5.2% | +10.9% |
| 1Y | +40.4% | +44.7% | -4.2% | +13.3% |
| 3Y | +226.8% | +74.5% | +152.3% | +131.9% |
| 5Y | +232.3% | +52.0% | +180.3% | +152.6% |
| 10Y | +1,469.9% | +412.6% | +1,057.3% | +808.4% |
| All | +1,469.9% | +436.1% | +1,033.9% | +808.4% |
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