+422.5%
STM vs CASY
+551.3%
-128.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.5% |
| 7D | -5.6% | +3.6% | -9.2% | -6.8% |
| 30D | -14.4% | +7.2% | -21.6% | -16.8% |
| 3M | -20.5% | -16.9% | -3.5% | -16.2% |
| 6M | -24.5% | -19.3% | -5.2% | -20.9% |
| YTD | +72.7% | +25.6% | +47.0% | +51.2% |
| 1Y | +91.0% | +30.2% | +60.9% | +64.3% |
| 3Y | +13.5% | +154.9% | -141.4% | -28.2% |
| 5Y | -9.2% | +252.1% | -261.3% | -51.3% |
| 10Y | +422.5% | +535.8% | -113.3% | +119.2% |
| All | +422.5% | +551.3% | -128.8% | +119.2% |
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