+769.0%
STLD vs CASY
+550.0%
+219.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.4% |
| 7D | +6.9% | +2.5% | +4.4% | +5.9% |
| 30D | -1.5% | +10.2% | -11.7% | -5.5% |
| 3M | -9.7% | -15.7% | +6.0% | -4.3% |
| 6M | +2.3% | -18.4% | +20.7% | +8.3% |
| YTD | +41.0% | +28.3% | +12.7% | +21.8% |
| 1Y | +51.8% | +32.6% | +19.3% | +28.7% |
| 3Y | +126.4% | +159.5% | -33.1% | +33.5% |
| 5Y | +285.7% | +263.9% | +21.8% | +86.7% |
| All | +769.0% | +550.0% | +219.0% | +227.6% |
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