+265.3%
SAN vs CASY
+550.0%
-284.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | +1.0% | +2.5% | -1.5% | +0.2% |
| 30D | -9.4% | +10.2% | -19.6% | -12.1% |
| 3M | -17.1% | -15.7% | -1.4% | -13.1% |
| 6M | +2.2% | -18.4% | +20.5% | +6.6% |
| YTD | +6.0% | +28.3% | -22.3% | -6.9% |
| 1Y | +12.7% | +32.6% | -19.8% | -2.4% |
| 3Y | +242.1% | +159.5% | +82.6% | +120.1% |
| 5Y | +293.6% | +263.9% | +29.7% | +113.3% |
| All | +265.3% | +550.0% | -284.7% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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