+465.1%
STM vs CASY
+555.0%
-90.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +12.0% | +3.6% | +8.5% | +10.7% |
| 30D | -0.4% | +9.1% | -9.4% | -3.6% |
| 3M | -13.2% | -16.5% | +3.3% | -8.5% |
| 6M | -26.1% | -19.7% | -6.4% | -22.3% |
| YTD | +81.2% | +29.3% | +51.9% | +57.2% |
| 1Y | +98.3% | +33.1% | +65.2% | +69.4% |
| 3Y | +16.7% | +158.5% | -141.8% | -26.3% |
| 5Y | -4.8% | +266.7% | -271.6% | -49.7% |
| All | +465.1% | +555.0% | -90.0% | +135.3% |
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