+404.4%
SNXX vs CASY
+1.7%
+402.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.2% | -7.7% | -7.9% |
| 7D | +16.8% | -17.2% | +34.0% | +20.8% |
| 30D | +65.3% | -24.4% | +89.7% | +75.8% |
| 3M | -34.8% | -31.4% | -3.4% | -28.2% |
| 6M | +255.1% | -8.9% | +264.0% | +181.4% |
| All | +404.4% | +1.7% | +402.7% | +197.8% |
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