+1,608.3%
SM vs CASY
+22,434.0%
-20,825.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.2% |
| 3M | +8.7% | -0.6% | +9.3% | +8.4% |
| 6M | +51.7% | +10.7% | +41.0% | +46.3% |
| YTD | +99.0% | +37.1% | +61.9% | +80.8% |
| 1Y | +34.6% | +52.3% | -17.7% | +18.3% |
| 3Y | -7.8% | +215.2% | -222.9% | -34.9% |
| 5Y | +104.8% | +276.5% | -171.7% | +36.5% |
| 10Y | +7.2% | +508.4% | -501.1% | -37.4% |
| All | +1,608.3% | +22,434.0% | -20,825.7% | +467.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling