+113.3%
CTAS vs SIMO
+154.7%
-41.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -1.9% |
| 7D | +1.2% | -22.0% | +23.1% | +1.7% |
| 30D | +12.8% | -43.0% | +55.8% | +14.5% |
| 3M | +10.3% | -39.1% | +49.4% | +11.5% |
| 6M | +32.0% | -33.3% | +65.3% | +31.0% |
| YTD | +19.1% | +77.0% | -57.8% | +5.1% |
| 1Y | +21.5% | +73.0% | -51.5% | +7.3% |
| 3Y | +76.0% | +215.7% | -139.7% | +40.1% |
| All | +113.3% | +154.7% | -41.3% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling