+106.8%
SFM vs CASY
+215.7%
-109.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -4.4% | -11.3% | +7.0% | -0.6% |
| 3M | +1.5% | -0.6% | +2.2% | +0.6% |
| 6M | +6.5% | +10.7% | -4.2% | +1.0% |
| YTD | +2.2% | +37.1% | -35.0% | -11.5% |
| 1Y | -41.9% | +52.3% | -94.2% | -51.8% |
| All | +106.8% | +215.7% | -109.0% | +41.9% |
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