+460.5%
SPMO vs CASY
+555.0%
-94.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.8% |
| 7D | +6.3% | +3.6% | +2.8% | +5.4% |
| 30D | -8.9% | +9.1% | -17.9% | -11.0% |
| 3M | -13.2% | -16.5% | +3.3% | -9.6% |
| 6M | -9.3% | -19.7% | +10.4% | -5.4% |
| YTD | +11.6% | +29.3% | -17.7% | +0.1% |
| 1Y | +13.4% | +33.1% | -19.7% | +0.6% |
| 3Y | +122.9% | +158.5% | -35.6% | +56.2% |
| 5Y | +113.9% | +266.7% | -152.8% | +30.8% |
| All | +460.5% | +555.0% | -94.5% | +184.9% |
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