+77.6%
SBAC vs CASY
+549.1%
-471.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.3% |
| 7D | -0.1% | -4.4% | +4.3% | +1.0% |
| 30D | +3.2% | -12.0% | +15.3% | +6.1% |
| 3M | -5.1% | -2.3% | -2.7% | -5.4% |
| 6M | -2.1% | +10.5% | -12.6% | -5.8% |
| YTD | -0.5% | +33.0% | -33.5% | -8.6% |
| 1Y | +1.1% | +41.1% | -40.0% | -8.7% |
| 3Y | -7.4% | +207.5% | -214.9% | -33.2% |
| 5Y | -44.3% | +290.7% | -335.1% | -62.7% |
| 10Y | +77.6% | +556.5% | -478.9% | +4.2% |
| All | +77.6% | +549.1% | -471.5% | +4.2% |
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