+96.5%
STM vs CASY
+32.1%
+64.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.4% | -7.5% | -6.0% |
| 7D | -6.0% | +0.8% | -6.8% | -6.0% |
| 30D | -20.9% | +9.4% | -30.4% | -20.9% |
| 3M | -15.8% | -20.6% | +4.8% | -15.0% |
| 6M | -17.0% | -20.7% | +3.7% | -13.4% |
| YTD | +76.8% | +22.5% | +54.3% | +80.5% |
| 1Y | +96.5% | +29.5% | +67.0% | +102.1% |
| All | +96.5% | +32.1% | +64.3% | +102.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling