+64.5%
CTAS vs SN
+496.6%
-432.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | 0.0% | +0.1% | -0.2% | -0.1% |
| 30D | -1.0% | -5.6% | +4.6% | -0.4% |
| 3M | +15.8% | +48.1% | -32.3% | +10.4% |
| 6M | -1.0% | +57.6% | -58.6% | -6.4% |
| YTD | +7.4% | +56.5% | -49.1% | +1.4% |
| 1Y | -0.1% | +52.6% | -52.7% | -5.7% |
| 3Y | +66.3% | +412.0% | -345.7% | +43.7% |
| All | +64.5% | +496.6% | -432.2% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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