+52.0%
STT vs CASY
+32.1%
+19.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.2% |
| 7D | -0.1% | +0.8% | -0.9% | -0.1% |
| 30D | -1.7% | +9.4% | -11.1% | -1.7% |
| 3M | -6.4% | -20.6% | +14.2% | -6.4% |
| 6M | +17.7% | -20.7% | +38.4% | +19.1% |
| YTD | +36.9% | +22.5% | +14.4% | +34.2% |
| 1Y | +52.0% | +29.5% | +22.6% | +48.4% |
| All | +52.0% | +32.1% | +19.9% | +48.4% |
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