+262.0%
STT vs CASY
+549.1%
-287.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.1% |
| 7D | +2.2% | -4.4% | +6.5% | +3.9% |
| 30D | +3.9% | -12.0% | +15.9% | +8.9% |
| 3M | +19.2% | -2.3% | +21.5% | +17.7% |
| 6M | +60.4% | +10.5% | +49.9% | +49.4% |
| YTD | +51.5% | +33.0% | +18.4% | +29.9% |
| 1Y | +76.3% | +41.1% | +35.1% | +46.5% |
| 3Y | +200.7% | +207.5% | -6.8% | +65.3% |
| 5Y | +157.5% | +290.7% | -133.3% | +23.5% |
| 10Y | +262.0% | +556.5% | -294.5% | +45.1% |
| All | +262.0% | +549.1% | -287.1% | +45.1% |
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 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