+102.9%
SFM vs CASY
+1,147.8%
-1,044.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | +1.5% | -0.6% | +2.2% | +0.4% |
| 6M | +6.5% | +10.7% | -4.2% | +0.4% |
| YTD | +2.2% | +37.1% | -35.0% | -11.7% |
| 1Y | -41.9% | +52.3% | -94.2% | -51.9% |
| 3Y | +106.8% | +215.2% | -108.4% | +26.6% |
| 5Y | +231.6% | +276.5% | -44.9% | +88.0% |
| 10Y | +258.4% | +508.4% | -249.9% | +62.3% |
| All | +102.9% | +1,147.8% | -1,044.9% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling