+369.0%
SGI vs CASY
+547.1%
-178.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | +1.0% | +1.1% | -0.1% | +0.5% |
| 30D | +3.9% | +8.7% | -4.8% | +0.9% |
| 3M | -0.8% | -17.3% | +16.5% | +5.1% |
| 6M | -18.0% | -19.7% | +1.8% | -13.7% |
| YTD | -27.6% | +24.8% | -52.4% | -36.5% |
| 1Y | -27.2% | +31.9% | -59.1% | -37.8% |
| 3Y | +76.0% | +155.4% | -79.4% | +10.2% |
| 5Y | +50.0% | +250.6% | -200.6% | -20.0% |
| All | +369.0% | +547.1% | -178.1% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling