-99.5%
SPXS vs CASY
+550.0%
-649.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +0.3% |
| 7D | -9.5% | +2.5% | -11.9% | -7.7% |
| 30D | +7.4% | +10.2% | -2.8% | +15.4% |
| 3M | +6.1% | -15.7% | +21.8% | -7.1% |
| 6M | -7.3% | -18.4% | +11.1% | -22.2% |
| YTD | -26.7% | +28.3% | -55.0% | -6.7% |
| 1Y | -26.2% | +32.6% | -58.7% | -3.0% |
| 3Y | -80.3% | +159.5% | -239.9% | -46.0% |
| 5Y | -83.4% | +263.9% | -347.3% | -26.0% |
| All | -99.5% | +550.0% | -649.5% | -95.0% |
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