+73.0%
SIMO vs CASY
+32.0%
+41.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.1% |
| 7D | -22.0% | +1.1% | -23.1% | -21.7% |
| 30D | -43.0% | +8.7% | -51.7% | -42.1% |
| 3M | -39.1% | -17.3% | -21.8% | -39.6% |
| 6M | -33.3% | -19.7% | -13.6% | -33.5% |
| YTD | +77.0% | +24.8% | +52.1% | +84.7% |
| 1Y | +73.0% | +31.9% | +41.1% | +81.7% |
| All | +73.0% | +32.0% | +41.0% | +81.7% |
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