+90.8%
SMTC vs CASY
+276.6%
-185.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.1% |
| 3M | -12.7% | -0.6% | -12.0% | -14.3% |
| 6M | +64.8% | +10.7% | +54.1% | +56.2% |
| YTD | +100.7% | +37.1% | +63.6% | +76.7% |
| 1Y | +146.9% | +52.3% | +94.6% | +108.7% |
| 3Y | +456.8% | +215.2% | +241.6% | +248.1% |
| All | +90.8% | +276.6% | -185.8% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling