+388.8%
SIMO vs CASY
+555.0%
-166.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.7% |
| 7D | +4.1% | +3.6% | +0.6% | +3.6% |
| 30D | -24.0% | +9.1% | -33.0% | -25.2% |
| 3M | -31.8% | -16.5% | -15.2% | -29.9% |
| 6M | -36.9% | -19.7% | -17.2% | -35.1% |
| YTD | +84.8% | +29.3% | +55.6% | +70.7% |
| 1Y | +99.0% | +33.1% | +65.9% | +82.3% |
| 3Y | +217.9% | +158.5% | +59.4% | +147.6% |
| 5Y | +171.5% | +266.7% | -95.2% | +91.7% |
| All | +388.8% | +555.0% | -166.2% | +195.4% |
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 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