+15.4%
STLA vs CASY
+553.2%
-537.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | -4.5% | +1.1% | -5.6% | -4.9% |
| 30D | -3.9% | +8.7% | -12.6% | -6.8% |
| 3M | -20.2% | -17.3% | -2.9% | -15.9% |
| 6M | -42.2% | -19.7% | -22.4% | -39.4% |
| YTD | -59.3% | +24.8% | -84.1% | -64.5% |
| 1Y | -56.1% | +31.9% | -88.0% | -62.6% |
| 3Y | -73.7% | +155.4% | -229.0% | -83.7% |
| 5Y | -70.3% | +250.6% | -320.9% | -84.5% |
| All | +15.4% | +553.2% | -537.8% | -47.7% |
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