+20.7%
SFM vs CASY
+154.1%
-133.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.6% | -4.8% |
| 7D | -1.2% | +1.1% | -2.3% | -1.7% |
| 30D | -24.8% | +8.7% | -33.5% | -26.9% |
| 3M | -43.7% | -17.3% | -26.4% | -40.2% |
| 6M | -37.3% | -19.7% | -17.5% | -33.0% |
| YTD | -38.4% | +24.8% | -63.2% | -45.7% |
| 1Y | -36.9% | +31.9% | -68.8% | -45.8% |
| 3Y | +20.7% | +155.4% | -134.7% | -21.4% |
| All | +20.7% | +154.1% | -133.4% | -21.4% |
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