+14.8%
SPYM vs CASY
+32.1%
-17.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.7% |
| 7D | -0.7% | +0.8% | -1.5% | -0.7% |
| 30D | -1.1% | +9.4% | -10.5% | -1.0% |
| 3M | -0.3% | -20.6% | +20.3% | -0.6% |
| 6M | +7.3% | -20.7% | +28.1% | +8.3% |
| YTD | +13.4% | +22.5% | -9.1% | +11.5% |
| 1Y | +14.8% | +29.5% | -14.6% | +12.8% |
| All | +14.8% | +32.1% | -17.3% | +12.8% |
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 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