+23,259.8%
CTAS vs SMTC
+62,999.7%
-39,740.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -1.4% |
| 7D | -1.8% | +12.7% | -14.6% | -3.3% |
| 30D | -0.2% | +22.0% | -22.2% | -3.1% |
| 3M | +11.7% | -12.7% | +24.4% | +11.3% |
| 6M | +0.7% | +64.8% | -64.1% | -8.1% |
| YTD | +7.4% | +100.7% | -93.3% | -4.6% |
| 1Y | -2.1% | +146.9% | -149.0% | -15.8% |
| 3Y | +62.9% | +456.8% | -393.9% | +17.6% |
| 5Y | +111.9% | +89.2% | +22.6% | +71.5% |
| 10Y | +652.2% | +426.9% | +225.3% | +427.3% |
| All | +23,259.8% | +62,999.7% | -39,740.0% | +11,553.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling