+1,537.1%
SOXX vs CASY
+453.5%
+1,083.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.5% |
| 7D | +1.4% | -18.6% | +20.0% | +7.6% |
| 30D | -3.6% | -26.6% | +23.1% | +5.7% |
| 3M | -10.2% | -32.8% | +22.6% | +0.9% |
| 6M | +54.2% | -10.0% | +64.3% | +54.2% |
| YTD | +75.2% | +11.6% | +63.6% | +61.4% |
| 1Y | +107.5% | +11.5% | +96.0% | +90.3% |
| 3Y | +226.8% | +160.7% | +66.1% | +109.5% |
| 5Y | +251.2% | +232.4% | +18.8% | +101.6% |
| All | +1,537.1% | +453.5% | +1,083.6% | +667.9% |
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