+203.1%
STT vs CASY
+565.2%
-362.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.8% | +0.7% |
| 7D | +0.4% | +5.8% | -5.4% | -1.6% |
| 30D | -0.4% | +10.7% | -11.1% | -4.3% |
| 3M | -6.5% | -13.9% | +7.4% | -2.1% |
| 6M | +17.2% | -18.4% | +35.6% | +23.4% |
| YTD | +38.2% | +29.6% | +8.6% | +18.6% |
| 1Y | +49.3% | +32.8% | +16.5% | +26.3% |
| 3Y | +181.9% | +162.3% | +19.7% | +66.4% |
| 5Y | +106.9% | +265.0% | -158.1% | +1.2% |
| 10Y | +203.1% | +555.4% | -352.2% | +21.4% |
| All | +203.1% | +565.2% | -362.0% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling