+339.4%
SMH vs CSX
+66.7%
+272.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | +5.2% | +0.6% | +4.6% | +4.9% |
| 30D | -1.5% | -2.3% | +0.7% | -0.3% |
| 3M | -4.1% | +4.3% | -8.4% | -6.8% |
| 6M | +50.8% | +23.4% | +27.4% | +32.0% |
| YTD | +59.3% | +36.4% | +22.9% | +31.0% |
| 1Y | +94.1% | +53.0% | +41.1% | +48.1% |
| 3Y | +286.7% | +70.6% | +216.1% | +160.4% |
| 5Y | +339.4% | +65.5% | +274.0% | +204.6% |
| All | +339.4% | +66.7% | +272.7% | +204.6% |
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