+1,475.7%
SMH vs CTAS
+814.6%
+661.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | +4.9% | +2.0% | +2.9% | +3.8% |
| 30D | -13.8% | +8.7% | -22.5% | -18.1% |
| 3M | -17.4% | +13.3% | -30.7% | -23.6% |
| 6M | -15.0% | +39.4% | -54.4% | -32.3% |
| YTD | +35.2% | +21.5% | +13.7% | +16.5% |
| 1Y | +41.6% | +21.9% | +19.7% | +21.6% |
| 3Y | +215.6% | +73.6% | +142.0% | +109.7% |
| 5Y | +233.2% | +116.2% | +117.0% | +92.2% |
| All | +1,475.7% | +814.6% | +661.1% | +339.4% |
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