+1,883.6%
STX vs CASY
+553.2%
+1,330.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -28.5% | +1.1% | -29.6% | -28.8% |
| 30D | -42.9% | +8.7% | -51.6% | -44.5% |
| 3M | -45.9% | -17.3% | -28.6% | -43.4% |
| 6M | -41.3% | -19.7% | -21.6% | -38.8% |
| YTD | +67.9% | +24.8% | +43.1% | +51.6% |
| 1Y | +66.5% | +31.9% | +34.6% | +47.1% |
| 3Y | +588.0% | +155.4% | +432.6% | +368.3% |
| 5Y | +449.1% | +250.6% | +198.5% | +222.6% |
| All | +1,883.6% | +553.2% | +1,330.5% | +885.7% |
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