+168.3%
SMTC vs CASY
+42.6%
+125.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.0% | +12.9% | +10.3% |
| 7D | +22.9% | -4.4% | +27.3% | +23.5% |
| 30D | +16.6% | -12.0% | +28.7% | +18.6% |
| 3M | +2.4% | -2.3% | +4.8% | +0.2% |
| 6M | +98.3% | +10.5% | +87.7% | +88.0% |
| YTD | +120.7% | +33.0% | +87.7% | +105.0% |
| 1Y | +168.3% | +41.1% | +127.1% | +143.5% |
| All | +168.3% | +42.6% | +125.6% | +143.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling