+815.5%
CTAS vs SIMO
+394.4%
+421.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.2% |
| 7D | +2.0% | +4.1% | -2.1% | +1.5% |
| 30D | +8.7% | -24.0% | +32.7% | +11.0% |
| 3M | +13.3% | -31.8% | +45.0% | +16.1% |
| 6M | +39.4% | -36.9% | +76.3% | +40.8% |
| YTD | +21.5% | +84.8% | -63.3% | -0.9% |
| 1Y | +21.9% | +99.0% | -77.1% | -2.1% |
| 3Y | +73.6% | +217.9% | -144.3% | +22.5% |
| 5Y | +116.2% | +171.5% | -55.3% | +50.6% |
| All | +815.5% | +394.4% | +421.1% | +404.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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