+169.2%
SITM vs CASY
+274.3%
-105.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.8% | -1.1% |
| 7D | +8.4% | -4.4% | +12.7% | +10.0% |
| 30D | -17.4% | -12.0% | -5.4% | -13.7% |
| 3M | -9.8% | -2.3% | -7.5% | -11.4% |
| 6M | +83.0% | +10.5% | +72.4% | +71.4% |
| YTD | +69.6% | +33.0% | +36.6% | +47.1% |
| 1Y | +144.9% | +41.1% | +103.8% | +105.6% |
| 3Y | +429.9% | +207.5% | +222.4% | +196.9% |
| 5Y | +169.2% | +290.7% | -121.6% | +27.8% |
| All | +169.2% | +274.3% | -105.1% | +27.8% |
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