+398.8%
SN vs CASY
+154.1%
+244.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | +7.2% | +1.1% | +6.1% | +6.9% |
| 30D | +20.4% | +8.7% | +11.7% | +18.3% |
| 3M | +23.9% | -17.3% | +41.2% | +28.3% |
| 6M | +93.0% | -19.7% | +112.8% | +100.4% |
| YTD | +99.2% | +24.8% | +74.4% | +80.0% |
| 1Y | +142.6% | +31.9% | +110.7% | +115.1% |
| 3Y | +398.8% | +155.4% | +243.4% | +253.7% |
| All | +398.8% | +154.1% | +244.7% | +253.7% |
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 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