+9.9%
SM vs CASY
+568.7%
-558.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +26.3% | -11.3% | +37.7% | +31.9% |
| 3M | +8.7% | -0.6% | +9.3% | +8.3% |
| 6M | +51.7% | +10.7% | +41.0% | +43.8% |
| YTD | +99.0% | +37.1% | +61.9% | +72.5% |
| 1Y | +34.6% | +52.3% | -17.7% | +10.8% |
| 3Y | -7.8% | +215.2% | -222.9% | -47.6% |
| 5Y | +104.8% | +276.5% | -171.7% | +4.4% |
| All | +9.9% | +568.7% | -558.8% | -58.0% |
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 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