-99.5%
SPXS vs CASY
+468.0%
-567.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -14.2% | +15.7% | -9.5% |
| 7D | +1.2% | -16.5% | +17.8% | -11.5% |
| 30D | +5.2% | -26.4% | +31.6% | -16.8% |
| 3M | -9.2% | -17.3% | +8.1% | -21.6% |
| 6M | -29.6% | -5.2% | -24.4% | -30.5% |
| YTD | -27.6% | +14.1% | -41.7% | -15.6% |
| 1Y | -36.7% | +16.6% | -53.3% | -24.6% |
| 3Y | -79.8% | +163.7% | -243.5% | -42.0% |
| 5Y | -85.9% | +231.3% | -317.2% | -40.8% |
| 10Y | -99.5% | +462.9% | -562.4% | -95.8% |
| All | -99.5% | +468.0% | -567.6% | -95.8% |
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