+1.7%
SM vs CASY
+551.3%
-549.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | -22.3% | +3.6% | -25.9% | -23.4% |
| 30D | -21.4% | +7.2% | -28.6% | -23.5% |
| 3M | +1.4% | -16.9% | +18.3% | +7.3% |
| 6M | +0.1% | -19.3% | +19.4% | +6.6% |
| YTD | +59.0% | +25.6% | +33.3% | +40.8% |
| 1Y | +64.3% | +30.2% | +34.2% | +43.0% |
| 3Y | -13.1% | +154.9% | -168.0% | -46.1% |
| 5Y | -13.9% | +252.1% | -266.0% | -55.6% |
| 10Y | +1.7% | +535.8% | -534.2% | -58.7% |
| All | +1.7% | +551.3% | -549.6% | -58.7% |
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