+401.0%
SN vs CASY
+215.7%
+185.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -9.3% | +0.1% | -9.4% | -9.4% |
| 30D | -4.8% | -11.3% | +6.6% | -2.6% |
| 3M | +40.4% | -0.6% | +41.1% | +38.7% |
| 6M | +50.9% | +10.7% | +40.2% | +43.4% |
| YTD | +54.9% | +37.1% | +17.8% | +38.8% |
| 1Y | +43.0% | +52.3% | -9.3% | +23.8% |
| All | +401.0% | +215.7% | +185.3% | +273.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling