+61.9%
SNY vs CASY
+453.5%
-391.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.4% |
| 7D | -3.3% | -18.6% | +15.3% | -0.5% |
| 30D | -2.2% | -26.6% | +24.5% | +2.2% |
| 3M | -3.0% | -32.8% | +29.7% | +2.5% |
| 6M | +2.7% | -10.0% | +12.8% | +3.0% |
| YTD | -6.8% | +11.6% | -18.5% | -10.1% |
| 1Y | -5.3% | +11.5% | -16.7% | -8.7% |
| 3Y | -9.8% | +160.7% | -170.5% | -26.8% |
| 5Y | +9.7% | +232.4% | -222.7% | -16.2% |
| All | +61.9% | +453.5% | -391.6% | +9.7% |
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