+7,325.6%
STT vs CASY
+36,294.0%
-28,968.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +3.9% | -11.3% | +15.2% | +7.6% |
| 3M | +20.0% | -0.6% | +20.6% | +18.4% |
| 6M | +55.3% | +10.7% | +44.6% | +47.7% |
| YTD | +53.3% | +37.1% | +16.2% | +35.9% |
| 1Y | +74.7% | +52.3% | +22.4% | +49.2% |
| 3Y | +205.8% | +215.2% | -9.4% | +101.7% |
| 5Y | +145.0% | +276.5% | -131.5% | +52.1% |
| 10Y | +266.0% | +508.4% | -242.4% | +92.5% |
| All | +7,325.6% | +36,294.0% | -28,968.4% | +1,203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling