+429.9%
SITM vs CASY
+209.8%
+220.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.8% | -1.4% |
| 7D | +8.4% | -4.4% | +12.7% | +9.6% |
| 30D | -17.4% | -12.0% | -5.4% | -14.7% |
| 3M | -9.8% | -2.3% | -7.5% | -11.2% |
| 6M | +83.0% | +10.5% | +72.4% | +73.7% |
| YTD | +69.6% | +33.0% | +36.6% | +52.0% |
| 1Y | +144.9% | +41.1% | +103.8% | +114.0% |
| 3Y | +429.9% | +207.5% | +222.4% | +266.0% |
| All | +429.9% | +209.8% | +220.1% | +266.0% |
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