-35.0%
SFM vs CASY
+32.1%
-67.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.4% |
| 7D | -12.3% | +0.8% | -13.1% | -12.5% |
| 30D | -16.2% | +9.4% | -25.6% | -17.7% |
| 3M | -36.8% | -20.6% | -16.2% | -34.2% |
| 6M | -32.6% | -20.7% | -11.9% | -29.6% |
| YTD | -31.7% | +22.5% | -54.2% | -34.9% |
| 1Y | -35.0% | +29.5% | -64.5% | -39.0% |
| All | -35.0% | +32.1% | -67.1% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling