+225.3%
SMH vs CTAS
+75.3%
+150.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +12.1% | +0.5% | +11.6% | +12.0% |
| 30D | -14.7% | +10.2% | -24.9% | -16.2% |
| 3M | -14.2% | +12.1% | -26.3% | -16.1% |
| 6M | -10.6% | +38.3% | -48.9% | -19.4% |
| YTD | +39.3% | +21.9% | +17.4% | +32.2% |
| 1Y | +41.6% | +24.0% | +17.5% | +33.0% |
| All | +225.3% | +75.3% | +150.0% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling