+21.0%
STM vs CASY
+276.6%
-255.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | -1.0% | -11.3% | +10.3% | +2.3% |
| 3M | -33.3% | -0.6% | -32.6% | -34.7% |
| 6M | +57.4% | +10.7% | +46.6% | +48.5% |
| YTD | +102.2% | +37.1% | +65.1% | +76.3% |
| 1Y | +99.6% | +52.3% | +47.3% | +66.5% |
| 3Y | +14.5% | +215.2% | -200.7% | -30.6% |
| All | +21.0% | +276.6% | -255.7% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling