-26.2%
SPXS vs CASY
+31.5%
-57.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.1% |
| 7D | -9.5% | +2.5% | -11.9% | -9.6% |
| 30D | +7.4% | +10.2% | -2.8% | +7.0% |
| 3M | +6.1% | -15.7% | +21.8% | +6.7% |
| 6M | -7.3% | -18.4% | +11.1% | -10.5% |
| YTD | -26.7% | +28.3% | -55.0% | -22.6% |
| 1Y | -26.2% | +32.6% | -58.7% | -22.3% |
| All | -26.2% | +31.5% | -57.7% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling