-24.0%
SIRI vs CASY
+163.7%
-187.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.3% | +1.1% |
| 7D | -3.9% | -16.5% | +12.6% | -1.6% |
| 30D | -0.8% | -26.4% | +25.5% | +3.4% |
| 3M | +4.3% | -17.3% | +21.6% | +6.1% |
| 6M | +34.1% | -5.2% | +39.3% | +31.6% |
| YTD | +47.3% | +14.1% | +33.2% | +38.5% |
| 1Y | +22.9% | +16.6% | +6.3% | +14.7% |
| All | -24.0% | +163.7% | -187.7% | -42.4% |
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