+444.1%
STM vs CASY
+539.5%
-95.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | -7.9% | +5.0% | -12.9% | -9.5% |
| 30D | -14.1% | +8.2% | -22.3% | -16.7% |
| 3M | -17.6% | -18.2% | +0.6% | -12.6% |
| 6M | -24.2% | -18.6% | -5.6% | -20.9% |
| YTD | +73.3% | +26.8% | +46.5% | +51.4% |
| 1Y | +90.1% | +31.6% | +58.5% | +62.9% |
| 3Y | +10.3% | +156.5% | -146.2% | -30.3% |
| 5Y | -5.7% | +258.6% | -264.4% | -49.7% |
| 10Y | +444.1% | +550.3% | -106.2% | +132.1% |
| All | +444.1% | +539.5% | -95.4% | +132.1% |
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 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