-85.9%
SPXS vs CASY
+274.3%
-360.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | 0.0% |
| 7D | -1.5% | -4.4% | +2.8% | -3.9% |
| 30D | +3.7% | -12.0% | +15.7% | -3.4% |
| 3M | -9.6% | -2.3% | -7.2% | -10.3% |
| 6M | -32.4% | +10.5% | -42.9% | -25.6% |
| YTD | -28.7% | +33.0% | -61.7% | -9.7% |
| 1Y | -38.1% | +41.1% | -79.2% | -17.7% |
| 3Y | -80.1% | +207.5% | -287.6% | -43.2% |
| 5Y | -85.9% | +290.7% | -376.6% | -37.5% |
| All | -85.9% | +274.3% | -360.2% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling