+204.8%
STT vs CASY
+215.7%
-10.9%
-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 | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +3.9% | -11.3% | +15.2% | +5.3% |
| 3M | +20.0% | -0.6% | +20.6% | +19.2% |
| 6M | +55.3% | +10.7% | +44.6% | +51.1% |
| YTD | +53.3% | +37.1% | +16.2% | +43.5% |
| 1Y | +74.7% | +52.3% | +22.4% | +59.9% |
| All | +204.8% | +215.7% | -10.9% | +149.8% |
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