-30.8%
SGI vs CASY
+29.3%
-60.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | +1.0% | +1.1% | -0.1% | +0.9% |
| 30D | +3.9% | +8.7% | -4.8% | +3.9% |
| 3M | -0.8% | -17.3% | +16.5% | -1.5% |
| 6M | -18.0% | -19.7% | +1.8% | -16.4% |
| YTD | -27.6% | +24.8% | -52.4% | -33.5% |
| All | -30.8% | +29.3% | -60.0% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling