-16.9%
SM vs CASY
+154.1%
-171.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -25.9% | +1.1% | -27.0% | -26.0% |
| 30D | -15.1% | +8.7% | -23.8% | -16.2% |
| 3M | +4.9% | -17.3% | +22.2% | +7.8% |
| 6M | +6.1% | -19.7% | +25.9% | +9.1% |
| YTD | +63.4% | +24.8% | +38.6% | +57.9% |
| 1Y | +72.5% | +31.9% | +40.6% | +64.6% |
| 3Y | -16.9% | +155.4% | -172.3% | -31.0% |
| All | -16.9% | +154.1% | -171.0% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling