+1.5%
STLA vs CASY
+555.0%
-553.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -13.8% | +3.6% | -17.3% | -14.8% |
| 30D | -10.5% | +9.1% | -19.6% | -13.3% |
| 3M | -28.9% | -16.5% | -12.3% | -25.2% |
| 6M | -49.7% | -19.7% | -30.0% | -47.2% |
| YTD | -64.9% | +29.3% | -94.2% | -69.8% |
| 1Y | -64.0% | +33.1% | -97.2% | -69.5% |
| 3Y | -77.4% | +158.5% | -236.0% | -86.1% |
| 5Y | -74.4% | +266.7% | -341.1% | -87.0% |
| All | +1.5% | +555.0% | -553.5% | -57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling