+469.5%
SPMO vs CASY
+565.2%
-95.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.4% | +3.1% |
| 7D | +1.8% | +5.8% | -4.0% | +0.3% |
| 30D | -10.0% | +10.7% | -20.7% | -12.5% |
| 3M | -9.4% | -13.9% | +4.5% | -6.4% |
| 6M | -7.7% | -18.4% | +10.8% | -4.2% |
| YTD | +13.3% | +29.6% | -16.3% | +1.7% |
| 1Y | +12.7% | +32.8% | -20.1% | +0.1% |
| 3Y | +127.5% | +162.3% | -34.8% | +58.8% |
| 5Y | +119.7% | +265.0% | -145.4% | +34.6% |
| 10Y | +469.5% | +555.4% | -85.9% | +189.0% |
| All | +469.5% | +565.2% | -95.7% | +189.0% |
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