+74.1%
CTAS vs SMTC
+696.5%
-622.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.8% | -12.5% | +0.1% |
| 7D | -0.7% | -4.8% | +4.1% | -0.7% |
| 30D | +10.3% | -37.8% | +48.1% | +11.5% |
| 3M | +10.2% | -16.5% | +26.7% | +10.1% |
| 6M | +34.4% | -4.4% | +38.8% | +32.1% |
| YTD | +19.6% | +58.0% | -38.5% | +13.0% |
| 1Y | +21.8% | +62.0% | -40.2% | +14.8% |
| 3Y | +74.1% | +745.7% | -671.6% | +34.2% |
| All | +74.1% | +696.5% | -622.4% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling