+15.6%
SM vs CASY
+550.0%
-534.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.5% |
| 7D | +10.6% | +2.5% | +8.1% | +9.6% |
| 30D | -15.0% | +10.2% | -25.2% | -18.1% |
| 3M | +1.7% | -15.7% | +17.4% | +7.1% |
| 6M | +5.9% | -18.4% | +24.2% | +12.3% |
| YTD | +79.0% | +28.3% | +50.7% | +57.4% |
| 1Y | +84.7% | +32.6% | +52.1% | +59.6% |
| 3Y | -3.5% | +159.5% | -163.0% | -40.5% |
| 5Y | +4.9% | +263.9% | -259.0% | -46.8% |
| All | +15.6% | +550.0% | -534.4% | -55.4% |
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