+7.5%
SMR vs CASY
+243.1%
-235.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.2% | +10.9% | -1.5% |
| 7D | +13.1% | -16.5% | +29.6% | +15.5% |
| 30D | +17.8% | -26.4% | +44.1% | +22.2% |
| 3M | +8.1% | -17.3% | +25.4% | +8.4% |
| 6M | -11.1% | -5.2% | -5.9% | -14.3% |
| YTD | -23.7% | +14.1% | -37.8% | -30.0% |
| 1Y | -69.4% | +16.6% | -86.0% | -72.1% |
| 3Y | +82.6% | +163.7% | -81.1% | +47.3% |
| All | +7.5% | +243.1% | -235.6% | -15.2% |
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