+27.6%
SMTC vs CASY
+266.7%
-239.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.8% | -4.2% |
| 7D | +11.0% | +3.6% | +7.5% | +10.2% |
| 30D | -28.5% | +9.1% | -37.5% | -30.2% |
| 3M | -14.2% | -16.5% | +2.3% | -10.4% |
| 6M | -18.0% | -19.7% | +1.7% | -14.0% |
| YTD | +55.5% | +29.3% | +26.2% | +38.0% |
| 1Y | +69.5% | +33.1% | +36.4% | +48.6% |
| 3Y | +699.7% | +158.5% | +541.1% | +432.7% |
| All | +27.6% | +266.7% | -239.1% | -30.8% |
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 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