+49.3%
STT vs CASY
+34.1%
+15.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.8% | +1.5% |
| 7D | +0.4% | +5.8% | -5.4% | +0.5% |
| 30D | -0.4% | +10.7% | -11.1% | -0.4% |
| 3M | -6.5% | -13.9% | +7.4% | -6.4% |
| 6M | +17.2% | -18.4% | +35.6% | +19.2% |
| YTD | +38.2% | +29.6% | +8.6% | +35.6% |
| 1Y | +49.3% | +32.8% | +16.5% | +47.0% |
| All | +49.3% | +34.1% | +15.2% | +47.0% |
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