+2,013.4%
SIMO vs CASY
+4,038.4%
-2,025.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.2% | -16.6% | -15.1% |
| 7D | -31.4% | +1.8% | -33.2% | -31.9% |
| 30D | -45.2% | +11.2% | -56.3% | -47.3% |
| 3M | -36.5% | -19.1% | -17.4% | -33.2% |
| 6M | -34.2% | -19.9% | -14.3% | -31.5% |
| YTD | +69.9% | +25.2% | +44.7% | +50.8% |
| 1Y | +60.4% | +31.6% | +28.8% | +39.4% |
| 3Y | +203.1% | +155.4% | +47.7% | +103.2% |
| 5Y | +145.4% | +251.5% | -106.1% | +42.4% |
| 10Y | +368.9% | +558.6% | -189.8% | +98.1% |
| All | +2,013.4% | +4,038.4% | -2,025.0% | +276.2% |
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