+14.0%
SMTC vs CASY
+250.1%
-236.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.3% | +13.0% | +12.8% |
| 7D | -19.0% | +1.1% | -20.1% | -19.3% |
| 30D | -46.7% | +8.7% | -55.4% | -48.1% |
| 3M | -23.4% | -17.3% | -6.1% | -20.1% |
| 6M | -13.4% | -19.7% | +6.3% | -9.6% |
| YTD | +40.1% | +24.8% | +15.2% | +25.2% |
| 1Y | +47.7% | +31.9% | +15.8% | +29.1% |
| 3Y | +606.9% | +155.4% | +451.5% | +369.0% |
| All | +14.0% | +250.1% | -236.1% | -37.6% |
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