+338.0%
SMH vs CTAS
+110.0%
+228.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +4.3% | +1.0% | +3.3% | +3.8% |
| 30D | +0.9% | -1.1% | +1.9% | +1.2% |
| 3M | -2.8% | +11.5% | -14.3% | -10.9% |
| 6M | +45.6% | +0.2% | +45.5% | +43.0% |
| YTD | +59.5% | +7.2% | +52.3% | +48.5% |
| 1Y | +93.4% | 0.0% | +93.4% | +88.6% |
| 3Y | +287.1% | +65.9% | +221.2% | +129.8% |
| 5Y | +338.0% | +109.6% | +228.5% | +101.8% |
| All | +338.0% | +110.0% | +228.0% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling