+384.8%
SIMO vs CASY
+553.2%
-168.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.2% |
| 7D | -22.0% | +1.1% | -23.1% | -22.2% |
| 30D | -43.0% | +8.7% | -51.7% | -44.0% |
| 3M | -39.1% | -17.3% | -21.8% | -37.5% |
| 6M | -33.3% | -19.7% | -13.6% | -31.6% |
| YTD | +77.0% | +24.8% | +52.1% | +64.3% |
| 1Y | +73.0% | +31.9% | +41.1% | +58.3% |
| 3Y | +215.7% | +155.4% | +60.3% | +145.7% |
| 5Y | +155.6% | +250.6% | -94.9% | +81.7% |
| All | +384.8% | +553.2% | -168.4% | +184.2% |
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 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