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  • SIMO vs CASY✓SelectedUSD · CASYSIMO vs CASY performance historyLatest closeAs of+8.70%09/04
Stock and ETF performance explorer

SIMO vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,365.1%
CASY return
+4,433.5%
Excess return
-1,068.5%
Maximum drawdown
-93.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D+8.7%-0.3%+9.0%+8.8%
7D+4.2%+0.1%+4.1%+4.1%
30D+4.1%-11.3%+15.4%+7.9%
3M-12.9%-0.6%-12.2%-14.5%
6M+110.3%+10.7%+99.6%+98.5%
YTD+178.6%+37.1%+141.5%+143.6%
1Y+220.0%+52.3%+167.7%+168.5%
3Y+409.0%+215.2%+193.8%+220.4%
5Y+277.3%+276.5%+0.8%+117.3%
10Y+506.6%+508.4%-1.7%+169.6%
All+3,365.1%+4,433.5%-1,068.5%+507.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling