+168.1%
STT vs CASY
+154.1%
+14.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.5% | +1.1% | -3.6% | -2.6% |
| 30D | -5.0% | +8.7% | -13.6% | -5.8% |
| 3M | -10.5% | -17.3% | +6.8% | -8.7% |
| 6M | +10.0% | -19.7% | +29.7% | +12.6% |
| YTD | +30.7% | +24.8% | +5.9% | +23.2% |
| 1Y | +43.8% | +31.9% | +11.9% | +33.9% |
| 3Y | +168.1% | +155.4% | +12.7% | +125.8% |
| All | +168.1% | +154.1% | +14.0% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling