+1,803.3%
SMH vs CSX
+487.8%
+1,315.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | +5.2% | +0.6% | +4.6% | +4.9% |
| 30D | -1.5% | -2.3% | +0.7% | -0.4% |
| 3M | -4.1% | +4.3% | -8.4% | -6.6% |
| 6M | +50.8% | +23.4% | +27.4% | +33.8% |
| YTD | +59.3% | +36.4% | +22.9% | +33.7% |
| 1Y | +94.1% | +53.0% | +41.1% | +52.5% |
| 3Y | +286.7% | +70.6% | +216.1% | +179.6% |
| 5Y | +339.4% | +65.5% | +274.0% | +222.3% |
| 10Y | +1,803.3% | +482.4% | +1,320.9% | +860.7% |
| All | +1,803.3% | +487.8% | +1,315.4% | +860.7% |
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 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