+142.0%
SFM vs CASY
+551.3%
-409.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -10.2% | +3.6% | -13.8% | -11.4% |
| 30D | -23.9% | +7.2% | -31.1% | -26.0% |
| 3M | -42.3% | -16.9% | -25.3% | -38.5% |
| 6M | -40.1% | -19.3% | -20.8% | -36.2% |
| YTD | -37.8% | +25.6% | -63.4% | -44.8% |
| 1Y | -37.1% | +30.2% | -67.2% | -45.1% |
| 3Y | +21.5% | +154.9% | -133.3% | -19.5% |
| 5Y | +103.8% | +252.1% | -148.3% | +17.6% |
| 10Y | +142.0% | +535.8% | -393.9% | +8.6% |
| All | +142.0% | +551.3% | -409.3% | +8.6% |
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