+1,853.8%
CTAS vs SFM
+132.6%
+1,721.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.6% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -0.2% | -4.4% | +4.2% | +0.2% |
| 3M | +11.7% | +1.5% | +10.2% | +11.2% |
| 6M | +0.7% | +6.5% | -5.8% | -0.7% |
| YTD | +7.4% | +2.2% | +5.2% | +6.3% |
| 1Y | -2.1% | -41.9% | +39.8% | +3.1% |
| 3Y | +62.9% | +106.8% | -43.8% | +46.5% |
| 5Y | +111.9% | +231.6% | -119.7% | +78.0% |
| 10Y | +652.2% | +258.4% | +393.8% | +508.8% |
| All | +1,853.8% | +132.6% | +1,721.2% | +1,541.7% |
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