+78.1%
STM vs CASY
+32.0%
+46.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.4% |
| 7D | -10.7% | +1.1% | -11.8% | -10.6% |
| 30D | -25.7% | +8.7% | -34.4% | -25.6% |
| 3M | -21.6% | -17.3% | -4.2% | -20.9% |
| 6M | -27.8% | -19.7% | -8.1% | -24.5% |
| YTD | +61.8% | +24.8% | +36.9% | +66.1% |
| 1Y | +78.1% | +31.9% | +46.2% | +84.8% |
| All | +78.1% | +32.0% | +46.1% | +84.8% |
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