+53.8%
SITM vs CASY
+31.5%
+22.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +32.5% | +2.5% | +30.1% | +32.5% |
| 30D | -18.8% | +10.2% | -29.0% | -19.3% |
| 3M | -30.9% | -15.7% | -15.2% | -29.1% |
| 6M | -44.5% | -18.4% | -26.1% | -41.6% |
| YTD | +33.2% | +28.3% | +5.0% | +34.4% |
| 1Y | +53.8% | +32.6% | +21.3% | +57.5% |
| All | +53.8% | +31.5% | +22.4% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling