+2,502.1%
SOXX vs CSX
+3,432.7%
-930.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.5% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -3.1% | -1.5% | -1.6% | -2.4% |
| 3M | -4.4% | +6.0% | -10.4% | -7.7% |
| 6M | +52.9% | +20.6% | +32.3% | +37.4% |
| YTD | +72.0% | +36.5% | +35.5% | +44.3% |
| 1Y | +105.1% | +55.0% | +50.1% | +60.3% |
| 3Y | +220.6% | +70.8% | +149.8% | +134.5% |
| 5Y | +244.8% | +69.6% | +175.2% | +153.1% |
| 10Y | +1,537.1% | +505.0% | +1,032.2% | +488.6% |
| All | +2,502.1% | +3,432.7% | -930.6% | +163.6% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling