+15.7%
STM vs CASY
+215.7%
-200.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | -1.0% | -11.3% | +10.3% | +1.2% |
| 3M | -33.3% | -0.6% | -32.6% | -34.4% |
| 6M | +57.4% | +10.7% | +46.6% | +50.5% |
| YTD | +102.2% | +37.1% | +65.1% | +82.3% |
| 1Y | +99.6% | +52.3% | +47.3% | +73.8% |
| All | +15.7% | +215.7% | -200.0% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling