+2,256.9%
SBAC vs CASY
+6,760.7%
-4,503.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +6.9% | -11.3% | +18.3% | +11.0% |
| 3M | -8.2% | -0.6% | -7.6% | -9.3% |
| 6M | -1.6% | +10.7% | -12.4% | -6.8% |
| YTD | -0.1% | +37.1% | -37.2% | -12.2% |
| 1Y | -0.5% | +52.3% | -52.8% | -15.9% |
| 3Y | -9.1% | +215.2% | -224.3% | -42.1% |
| 5Y | -43.8% | +276.5% | -320.3% | -66.9% |
| 10Y | +80.5% | +508.4% | -427.8% | -16.1% |
| All | +2,256.9% | +6,760.7% | -4,503.9% | +303.5% |
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