+1,789.8%
SMH vs CTAS
+675.6%
+1,114.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | +1.4% | -1.3% | +2.7% | +2.1% |
| 30D | -2.2% | -3.1% | +0.9% | -0.6% |
| 3M | -1.9% | +10.3% | -12.1% | -9.2% |
| 6M | +41.0% | +1.6% | +39.4% | +36.2% |
| YTD | +55.6% | +6.3% | +49.3% | +45.5% |
| 1Y | +86.8% | -0.5% | +87.3% | +81.3% |
| 3Y | +277.7% | +64.6% | +213.1% | +158.8% |
| 5Y | +324.2% | +106.0% | +218.2% | +153.4% |
| All | +1,789.8% | +675.6% | +1,114.1% | +478.3% |
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