+945.5%
SMCI vs CASY
+555.0%
+390.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -6.6% | +3.6% | -10.1% | -7.4% |
| 30D | -24.9% | +9.1% | -34.0% | -26.8% |
| 3M | -31.4% | -16.5% | -14.9% | -28.4% |
| 6M | -16.0% | -19.7% | +3.7% | -13.3% |
| YTD | -8.2% | +29.3% | -37.5% | -21.5% |
| 1Y | -23.4% | +33.1% | -56.6% | -35.5% |
| 3Y | +5.0% | +158.5% | -153.5% | -33.8% |
| 5Y | +515.0% | +266.7% | +248.3% | +233.8% |
| All | +945.5% | +555.0% | +390.5% | +389.5% |
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