+3.0%
SSPC vs CASY
-23.5%
+26.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.3% | -17.0% | -17.3% |
| 7D | -4.7% | +1.1% | -5.8% | -4.8% |
| 30D | +36.7% | +8.7% | +28.0% | +38.4% |
| 3M | -49.4% | -17.3% | -32.1% | -50.9% |
| All | +3.0% | -23.5% | +26.5% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling