+834.0%
CTAS vs SIMO
+379.7%
+454.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -2.2% |
| 7D | +1.2% | -22.0% | +23.1% | +3.4% |
| 30D | +12.8% | -43.0% | +55.8% | +18.7% |
| 3M | +10.3% | -39.1% | +49.4% | +14.4% |
| 6M | +32.0% | -33.3% | +65.3% | +31.9% |
| YTD | +19.1% | +77.0% | -57.8% | -2.3% |
| 1Y | +21.5% | +73.0% | -51.5% | -0.2% |
| 3Y | +76.0% | +215.7% | -139.7% | +23.9% |
| 5Y | +110.9% | +155.6% | -44.8% | +48.2% |
| All | +834.0% | +379.7% | +454.3% | +418.1% |
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