-100.0%
SPXS vs CASY
+2,559.0%
-2,659.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.7% | -7.7% | -6.5% |
| 7D | -1.5% | +3.6% | -5.1% | +1.2% |
| 30D | +9.6% | +7.2% | +2.4% | +15.7% |
| 3M | +8.5% | -16.9% | +25.4% | -6.8% |
| 6M | -5.8% | -19.3% | +13.6% | -22.0% |
| YTD | -25.4% | +25.6% | -51.0% | -7.5% |
| 1Y | -28.8% | +30.2% | -59.0% | -8.9% |
| 3Y | -80.9% | +154.9% | -235.8% | -50.5% |
| 5Y | -83.1% | +252.1% | -335.2% | -32.7% |
| 10Y | -99.5% | +535.8% | -635.3% | -95.0% |
| All | -100.0% | +2,559.0% | -2,659.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling