-36.5%
SIMO vs CASY
-19.4%
-17.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.2% | -16.6% | -13.1% |
| 7D | -31.4% | +1.8% | -33.2% | -30.4% |
| 30D | -45.2% | +11.2% | -56.3% | -42.5% |
| 3M | -36.5% | -19.1% | -17.4% | -38.4% |
| All | -36.5% | -19.4% | -17.1% | -38.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling