+408.0%
SIMO vs CASY
+551.3%
-143.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.6% |
| 7D | -8.5% | +3.6% | -12.0% | -9.0% |
| 30D | -34.8% | +7.2% | -42.0% | -35.7% |
| 3M | -32.8% | -16.9% | -15.9% | -31.0% |
| 6M | -32.0% | -19.3% | -12.7% | -30.3% |
| YTD | +87.0% | +25.6% | +61.4% | +73.5% |
| 1Y | +86.1% | +30.2% | +55.9% | +70.9% |
| 3Y | +226.4% | +154.9% | +71.5% | +154.2% |
| 5Y | +172.1% | +252.1% | -80.0% | +93.3% |
| 10Y | +408.0% | +535.8% | -127.8% | +202.9% |
| All | +408.0% | +551.3% | -143.3% | +202.9% |
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