-40.8%
SBAC vs CASY
+250.1%
-290.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | +11.2% | +8.7% | +2.5% | +9.4% |
| 3M | +4.5% | -17.3% | +21.8% | +8.0% |
| 6M | -12.2% | -19.7% | +7.6% | -9.0% |
| YTD | -0.1% | +24.8% | -25.0% | -7.4% |
| 1Y | -0.3% | +31.9% | -32.2% | -8.9% |
| 3Y | -8.7% | +155.4% | -164.1% | -32.0% |
| All | -40.8% | +250.1% | -290.9% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling