+94.6%
SITM vs CASY
+254.7%
-160.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | -0.1% | +5.0% | -5.1% | -1.7% |
| 30D | -27.4% | +8.2% | -35.6% | -29.6% |
| 3M | -35.6% | -18.2% | -17.4% | -31.6% |
| 6M | -46.6% | -18.6% | -28.1% | -43.9% |
| YTD | +25.8% | +26.8% | -1.0% | +9.6% |
| 1Y | +38.2% | +31.6% | +6.6% | +18.0% |
| 3Y | +311.5% | +156.5% | +155.0% | +147.0% |
| 5Y | +94.6% | +258.6% | -164.0% | -9.3% |
| All | +94.6% | +254.7% | -160.1% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling