+683.8%
CTAS vs SMTC
+504.7%
+179.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +1.0% | +22.5% | -21.5% | -2.3% |
| 30D | -1.1% | +24.9% | -25.9% | -5.1% |
| 3M | +11.5% | +4.1% | +7.4% | +8.2% |
| 6M | +0.2% | +92.6% | -92.4% | -14.5% |
| YTD | +7.2% | +122.5% | -115.3% | -11.6% |
| 1Y | 0.0% | +166.2% | -166.2% | -21.2% |
| 3Y | +65.9% | +577.2% | -511.2% | -9.6% |
| 5Y | +109.6% | +119.0% | -9.4% | +53.3% |
| 10Y | +683.8% | +527.9% | +155.9% | +288.3% |
| All | +683.8% | +504.7% | +179.0% | +288.3% |
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