-45.9%
SMR vs CASY
+277.9%
-323.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +7.0% |
| 7D | +1.7% | +3.6% | -1.9% | +1.2% |
| 30D | -24.4% | +7.2% | -31.6% | -25.2% |
| 3M | -44.6% | -16.9% | -27.7% | -43.6% |
| 6M | -56.7% | -19.3% | -37.3% | -55.7% |
| YTD | -61.6% | +25.6% | -87.3% | -65.3% |
| 1Y | -82.1% | +30.2% | -112.2% | -83.9% |
| 3Y | +161.5% | +154.9% | +6.7% | +113.9% |
| All | -45.9% | +277.9% | -323.8% | -57.9% |
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