-37.2%
SFM vs CASY
+30.1%
-67.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -10.2% | +3.6% | -13.8% | -10.8% |
| 30D | -23.9% | +7.2% | -31.1% | -24.9% |
| 3M | -42.3% | -16.9% | -25.3% | -40.3% |
| 6M | -40.1% | -19.3% | -20.8% | -37.8% |
| YTD | -37.8% | +25.6% | -63.4% | -40.6% |
| All | -37.2% | +30.1% | -67.3% | -40.6% |
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 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