+23,259.7%
CTAS vs STT
+7,372.9%
+15,886.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.8% | +0.5% | -2.3% | -2.0% |
| 30D | -0.2% | +3.9% | -4.1% | -1.4% |
| 3M | +11.7% | +20.0% | -8.3% | +5.4% |
| 6M | +0.7% | +55.3% | -54.6% | -12.2% |
| YTD | +7.4% | +53.3% | -45.9% | -6.3% |
| 1Y | -2.1% | +74.7% | -76.8% | -18.0% |
| 3Y | +62.9% | +205.8% | -142.9% | +14.2% |
| 5Y | +111.9% | +145.0% | -33.1% | +54.3% |
| 10Y | +652.2% | +266.0% | +386.2% | +371.6% |
| All | +23,259.7% | +7,372.9% | +15,886.8% | +6,348.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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