+84.6%
SIMO vs CASY
+30.1%
+54.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.8% |
| 7D | -8.5% | +3.6% | -12.0% | -7.7% |
| 30D | -34.8% | +7.2% | -42.0% | -33.9% |
| 3M | -32.8% | -16.9% | -15.9% | -33.3% |
| 6M | -32.0% | -19.3% | -12.7% | -32.0% |
| YTD | +87.0% | +25.6% | +61.4% | +94.0% |
| All | +84.6% | +30.1% | +54.5% | +92.3% |
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