+4,495.9%
SMCI vs CTAS
+2,781.9%
+1,714.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +9.7% | 0.0% | +9.7% | +9.7% |
| 30D | +29.3% | -1.0% | +30.3% | +29.6% |
| 3M | -8.5% | +15.8% | -24.2% | -18.3% |
| 6M | +28.6% | -1.0% | +29.6% | +26.2% |
| YTD | +37.5% | +7.4% | +30.1% | +28.0% |
| 1Y | +0.5% | -0.1% | +0.7% | -2.6% |
| 3Y | +43.4% | +66.3% | -22.8% | -2.8% |
| 5Y | +1,008.2% | +111.0% | +897.2% | +544.1% |
| 10Y | +1,776.0% | +662.9% | +1,113.2% | +336.9% |
| All | +4,495.9% | +2,781.9% | +1,714.0% | +287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling