+156.7%
SIMO vs CASY
+250.1%
-93.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.2% |
| 7D | -22.0% | +1.1% | -23.1% | -22.0% |
| 30D | -43.0% | +8.7% | -51.7% | -43.5% |
| 3M | -39.1% | -17.3% | -21.8% | -38.1% |
| 6M | -33.3% | -19.7% | -13.6% | -32.0% |
| YTD | +77.0% | +24.8% | +52.1% | +67.2% |
| 1Y | +73.0% | +31.9% | +41.1% | +61.5% |
| 3Y | +215.7% | +155.4% | +60.3% | +164.5% |
| All | +156.7% | +250.1% | -93.4% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling