+820.2%
CTAS vs SMTC
+382.5%
+437.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.5% | -0.6% |
| 7D | -0.8% | +12.9% | -13.6% | -3.0% |
| 30D | +10.7% | -25.6% | +36.3% | +14.0% |
| 3M | +11.0% | -4.5% | +15.5% | +8.6% |
| 6M | +38.7% | -8.3% | +47.0% | +33.1% |
| YTD | +21.8% | +69.9% | -48.2% | +2.5% |
| 1Y | +23.6% | +73.9% | -50.3% | +3.2% |
| 3Y | +74.9% | +757.7% | -682.7% | -14.1% |
| 5Y | +119.5% | +38.7% | +80.7% | +75.1% |
| 10Y | +820.2% | +376.1% | +444.1% | +392.7% |
| All | +820.2% | +382.5% | +437.7% | +392.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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