+415.5%
SIMO vs CASY
+215.7%
+199.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.7% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | +4.1% | -11.3% | +15.4% | +5.2% |
| 3M | -12.9% | -0.6% | -12.2% | -13.7% |
| 6M | +110.3% | +10.7% | +99.6% | +104.6% |
| YTD | +178.6% | +37.1% | +141.5% | +160.5% |
| 1Y | +220.0% | +52.3% | +167.7% | +192.5% |
| All | +415.5% | +215.7% | +199.8% | +333.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling