+0.8%
STLA vs CASY
+565.2%
-564.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.8% | -4.2% |
| 7D | -11.6% | +5.8% | -17.4% | -13.3% |
| 30D | -6.2% | +10.7% | -16.9% | -9.5% |
| 3M | -24.6% | -13.9% | -10.7% | -21.6% |
| 6M | -44.9% | -18.4% | -26.5% | -42.5% |
| YTD | -62.3% | +29.6% | -91.9% | -67.5% |
| 1Y | -61.8% | +32.8% | -94.6% | -67.5% |
| 3Y | -75.3% | +162.3% | -237.6% | -84.9% |
| 5Y | -72.5% | +265.0% | -337.5% | -85.9% |
| 10Y | +0.8% | +555.4% | -554.6% | -57.5% |
| All | +0.8% | +565.2% | -564.4% | -57.5% |
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 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