+2,256.6%
SBAC vs CASY
+6,145.6%
-3,889.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | +11.2% | +8.7% | +2.5% | +8.0% |
| 3M | +4.5% | -17.3% | +21.8% | +10.2% |
| 6M | -12.2% | -19.7% | +7.6% | -7.5% |
| YTD | -0.1% | +24.8% | -25.0% | -10.0% |
| 1Y | -0.3% | +31.9% | -32.2% | -12.0% |
| 3Y | -8.7% | +155.4% | -164.1% | -37.8% |
| 5Y | -40.2% | +250.6% | -290.7% | -64.1% |
| 10Y | +97.3% | +556.8% | -459.5% | -11.6% |
| All | +2,256.6% | +6,145.6% | -3,889.0% | +313.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling