+1,253.2%
SMH vs CTAS
+2,176.1%
-922.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.8% |
| 7D | +2.5% | -1.8% | +4.3% | +3.7% |
| 30D | -0.5% | -0.2% | -0.3% | -0.6% |
| 3M | -9.6% | +11.7% | -21.3% | -17.8% |
| 6M | +42.1% | +0.7% | +41.4% | +37.1% |
| YTD | +57.4% | +7.4% | +50.0% | +45.4% |
| 1Y | +96.2% | -2.1% | +98.3% | +91.3% |
| 3Y | +267.9% | +62.9% | +205.0% | +151.9% |
| 5Y | +327.7% | +111.9% | +215.8% | +148.9% |
| 10Y | +1,764.6% | +652.2% | +1,112.4% | +347.5% |
| All | +1,253.2% | +2,176.1% | -922.9% | +30.6% |
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