+231.1%
CTAS vs SITM
+4,789.7%
-4,558.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +1.0% |
| 7D | +0.5% | +3.9% | -3.3% | +0.1% |
| 30D | -0.7% | -6.6% | +5.9% | -0.3% |
| 3M | +11.1% | -11.9% | +22.9% | +10.9% |
| 6M | +2.1% | +81.1% | -79.0% | -7.4% |
| YTD | +8.0% | +80.0% | -72.0% | -2.8% |
| 1Y | -0.5% | +145.8% | -146.3% | -14.8% |
| 3Y | +66.2% | +475.9% | -409.7% | +17.9% |
| 5Y | +109.2% | +189.2% | -80.0% | +50.2% |
| All | +231.1% | +4,789.7% | -4,558.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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