+111.0%
CTAS vs SMTC
+110.0%
+0.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -9.9% | -0.7% |
| 7D | 0.0% | +22.9% | -23.0% | -1.7% |
| 30D | -1.0% | +16.6% | -17.6% | -2.5% |
| 3M | +15.8% | +2.4% | +13.4% | +14.4% |
| 6M | -1.0% | +98.3% | -99.3% | -9.6% |
| YTD | +7.4% | +120.7% | -113.3% | -3.3% |
| 1Y | -0.1% | +168.3% | -168.4% | -12.6% |
| 3Y | +66.3% | +571.7% | -505.4% | +16.1% |
| 5Y | +111.0% | +114.0% | -3.0% | +97.1% |
| All | +111.0% | +110.0% | +0.9% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling