+21.7%
CTAS vs SFM
-37.1%
+58.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -0.7% | -10.2% | +9.5% | -0.6% |
| 30D | +10.3% | -23.9% | +34.1% | +10.3% |
| 3M | +10.2% | -42.3% | +52.4% | +10.2% |
| 6M | +34.4% | -40.1% | +74.5% | +34.9% |
| YTD | +19.6% | -37.8% | +57.3% | +20.9% |
| All | +21.7% | -37.1% | +58.8% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling