+3,365.1%
SIMO vs CASY
+4,433.5%
-1,068.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 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