+2,095.6%
CTAS vs SFM
+39.6%
+2,056.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.1% |
| 7D | +0.7% | -6.9% | +7.6% | +1.4% |
| 30D | +11.3% | -25.0% | +36.3% | +14.2% |
| 3M | +11.4% | -42.7% | +54.2% | +17.6% |
| 6M | +35.6% | -41.0% | +76.6% | +42.3% |
| YTD | +20.7% | -38.7% | +59.4% | +25.5% |
| 1Y | +22.8% | -38.1% | +61.0% | +27.5% |
| 3Y | +73.4% | +19.3% | +54.1% | +64.7% |
| 5Y | +117.6% | +103.1% | +14.5% | +91.9% |
| 10Y | +818.4% | +131.1% | +687.4% | +678.0% |
| All | +2,095.6% | +39.6% | +2,056.0% | +1,838.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling