+0.4%
STM vs CASY
+154.8%
-154.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +2.2% | -14.6% | -12.7% |
| 7D | -20.1% | +1.8% | -21.9% | -20.3% |
| 30D | -32.0% | +11.2% | -43.1% | -33.3% |
| 3M | -24.2% | -19.1% | -5.1% | -21.2% |
| 6M | -29.9% | -19.9% | -10.0% | -27.1% |
| YTD | +54.9% | +25.2% | +29.7% | +40.6% |
| 1Y | +68.0% | +31.6% | +36.4% | +49.5% |
| All | +0.4% | +154.8% | -154.3% | -25.1% |
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 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