+683.8%
CTAS vs SFM
+280.6%
+403.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.2% |
| 7D | +1.0% | -7.2% | +8.2% | +1.8% |
| 30D | -1.1% | -14.3% | +13.3% | +0.6% |
| 3M | +11.5% | -13.7% | +25.2% | +13.1% |
| 6M | +0.2% | -6.0% | +6.2% | +0.1% |
| YTD | +7.2% | -8.2% | +15.4% | +7.3% |
| 1Y | 0.0% | -46.2% | +46.2% | +6.7% |
| 3Y | +65.9% | +83.6% | -17.6% | +49.7% |
| 5Y | +109.6% | +212.7% | -103.1% | +74.3% |
| 10Y | +683.8% | +273.0% | +410.7% | +503.0% |
| All | +683.8% | +280.6% | +403.2% | +503.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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