+447.8%
SN vs CASY
+187.4%
+260.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.1% | +2.7% |
| 7D | +1.5% | +3.6% | -2.0% | +0.8% |
| 30D | +21.5% | +9.1% | +12.5% | +19.3% |
| 3M | +20.0% | -16.5% | +36.6% | +24.1% |
| 6M | +119.9% | -19.7% | +139.6% | +129.3% |
| YTD | +102.3% | +29.3% | +73.0% | +82.3% |
| 1Y | +148.0% | +33.1% | +114.9% | +121.3% |
| 3Y | +450.0% | +158.5% | +291.5% | +303.2% |
| All | +447.8% | +187.4% | +260.4% | +301.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling