+2,502.1%
SOXX vs CASY
+5,908.2%
-3,406.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +3.0% | -17.2% | +20.3% | +9.9% |
| 30D | -3.1% | -24.4% | +21.2% | +6.7% |
| 3M | -4.4% | -31.4% | +27.0% | +8.5% |
| 6M | +52.9% | -8.9% | +61.8% | +53.2% |
| YTD | +72.0% | +13.8% | +58.2% | +57.6% |
| 1Y | +105.1% | +17.0% | +88.1% | +84.8% |
| 3Y | +220.6% | +163.1% | +57.5% | +103.6% |
| 5Y | +244.8% | +239.0% | +5.8% | +95.6% |
| 10Y | +1,537.1% | +461.6% | +1,075.5% | +622.5% |
| All | +2,502.1% | +5,908.2% | -3,406.1% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling