+499.7%
SMTC vs CASY
+220.7%
+279.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.3% | +9.5% | +9.3% |
| 7D | +12.7% | +0.1% | +12.7% | +12.7% |
| 30D | +22.0% | -11.3% | +33.3% | +25.0% |
| 3M | -12.7% | -0.6% | -12.0% | -14.0% |
| 6M | +64.8% | +10.7% | +54.1% | +58.0% |
| YTD | +100.7% | +37.1% | +63.6% | +82.1% |
| 1Y | +146.9% | +52.3% | +94.6% | +117.2% |
| All | +499.7% | +220.7% | +279.0% | +354.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling