+455.3%
SN vs CASY
+179.3%
+276.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.8% |
| 7D | +7.6% | +3.6% | +4.1% | +6.9% |
| 30D | +24.1% | +7.2% | +16.9% | +22.3% |
| 3M | +23.7% | -16.9% | +40.6% | +27.9% |
| 6M | +105.5% | -19.3% | +124.9% | +113.0% |
| YTD | +105.1% | +25.6% | +79.5% | +85.9% |
| 1Y | +148.3% | +30.2% | +118.1% | +122.3% |
| 3Y | +438.7% | +154.9% | +283.8% | +296.0% |
| All | +455.3% | +179.3% | +276.0% | +309.7% |
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