+22.9%
SFM vs CASY
+159.8%
-136.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.0% |
| 7D | -0.4% | +2.5% | -2.9% | -1.2% |
| 30D | -19.2% | +10.2% | -29.4% | -21.9% |
| 3M | -40.3% | -15.7% | -24.6% | -37.0% |
| 6M | -40.9% | -18.4% | -22.5% | -37.1% |
| YTD | -35.5% | +28.3% | -63.8% | -43.6% |
| 1Y | -37.4% | +32.6% | -70.0% | -46.2% |
| All | +22.9% | +159.8% | -136.9% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling