+25,810.5%
CTAS vs STT
+6,268.9%
+19,541.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +1.2% | -2.5% | +3.6% | +1.9% |
| 30D | +12.8% | -5.0% | +17.7% | +14.4% |
| 3M | +10.3% | -10.5% | +20.8% | +13.7% |
| 6M | +32.0% | +10.0% | +22.0% | +27.5% |
| YTD | +19.1% | +30.7% | -11.5% | +8.9% |
| 1Y | +21.5% | +43.8% | -22.3% | +7.8% |
| 3Y | +76.0% | +168.1% | -92.0% | +28.2% |
| 5Y | +110.9% | +101.4% | +9.5% | +62.8% |
| 10Y | +849.8% | +211.3% | +638.5% | +524.1% |
| All | +25,810.5% | +6,268.9% | +19,541.6% | +7,390.2% |
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