+683.8%
CTAS vs SGI
+263.3%
+420.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | -1.1% | +5.5% | -6.6% | -2.5% |
| 3M | +11.5% | -3.6% | +15.1% | +11.9% |
| 6M | +0.2% | -15.0% | +15.2% | +3.1% |
| YTD | +7.2% | -23.0% | +30.2% | +12.6% |
| 1Y | 0.0% | -18.4% | +18.4% | +3.1% |
| 3Y | +65.9% | +57.8% | +8.2% | +41.1% |
| 5Y | +109.6% | +51.5% | +58.1% | +73.2% |
| 10Y | +683.8% | +275.2% | +408.6% | +332.3% |
| All | +683.8% | +263.3% | +420.5% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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