+111.9%
SBAC vs CASY
+565.2%
-453.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.2% |
| 7D | -2.8% | +5.8% | -8.6% | -4.0% |
| 30D | +3.1% | +10.7% | -7.6% | +0.8% |
| 3M | +5.1% | -13.9% | +19.0% | +8.2% |
| 6M | -11.4% | -18.4% | +7.0% | -8.3% |
| YTD | +0.2% | +29.6% | -29.4% | -7.8% |
| 1Y | -3.9% | +32.8% | -36.7% | -12.3% |
| 3Y | -7.7% | +162.3% | -169.9% | -30.6% |
| 5Y | -39.7% | +265.0% | -304.8% | -59.1% |
| 10Y | +111.9% | +555.4% | -443.5% | +24.9% |
| All | +111.9% | +565.2% | -453.3% | +24.9% |
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