+1,770.3%
SMCI vs CTAS
+687.6%
+1,082.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.7% | +6.5% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | +6.6% | -0.7% | +7.4% | +6.8% |
| 3M | +25.4% | +11.1% | +14.4% | +16.5% |
| 6M | +26.1% | +2.1% | +24.0% | +22.4% |
| YTD | +37.0% | +8.0% | +29.0% | +28.6% |
| 1Y | -8.8% | -0.5% | -8.3% | -10.8% |
| 3Y | +44.6% | +66.2% | -21.6% | +1.5% |
| 5Y | +995.9% | +109.2% | +886.7% | +572.7% |
| All | +1,770.3% | +687.6% | +1,082.7% | +493.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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