+1,770.3%
SMCI vs CASY
+453.5%
+1,316.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.9% | +9.2% | +7.8% |
| 7D | +1.3% | -18.6% | +19.9% | +7.0% |
| 30D | +6.6% | -26.6% | +33.3% | +15.7% |
| 3M | +25.4% | -32.8% | +58.2% | +39.3% |
| 6M | +26.1% | -10.0% | +36.2% | +22.6% |
| YTD | +37.0% | +11.6% | +25.4% | +22.3% |
| 1Y | -8.8% | +11.5% | -20.2% | -18.9% |
| 3Y | +44.6% | +160.7% | -116.1% | -11.2% |
| 5Y | +995.9% | +232.4% | +763.5% | +507.5% |
| All | +1,770.3% | +453.5% | +1,316.9% | +769.1% |
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