+4,532.8%
SITM vs CASY
+284.4%
+4,248.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +4.8% | -17.2% | +22.1% | +13.5% |
| 30D | -9.7% | -24.4% | +14.7% | +1.8% |
| 3M | -9.3% | -31.4% | +22.1% | +6.0% |
| 6M | +69.5% | -8.9% | +78.4% | +70.0% |
| YTD | +70.5% | +13.8% | +56.7% | +52.1% |
| 1Y | +145.3% | +17.0% | +128.3% | +113.9% |
| 3Y | +432.8% | +163.1% | +269.7% | +179.7% |
| 5Y | +174.0% | +239.0% | -65.0% | +20.2% |
| All | +4,532.8% | +284.4% | +4,248.5% | +1,661.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling