+351.4%
SMTC vs CASY
+551.3%
-200.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.7% | +12.2% | +12.6% |
| 7D | -4.8% | +3.6% | -8.4% | -6.2% |
| 30D | -37.8% | +7.2% | -45.0% | -39.8% |
| 3M | -16.5% | -16.9% | +0.5% | -12.0% |
| 6M | -4.4% | -19.3% | +14.9% | +0.3% |
| YTD | +58.0% | +25.6% | +32.4% | +37.4% |
| 1Y | +62.0% | +30.2% | +31.9% | +38.4% |
| 3Y | +745.7% | +154.9% | +590.8% | +419.6% |
| 5Y | +29.0% | +252.1% | -223.1% | -33.4% |
| 10Y | +351.4% | +535.8% | -184.5% | +87.8% |
| All | +351.4% | +551.3% | -200.0% | +87.8% |
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 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