+8.9%
CAT vs SMTC
+70.8%
-61.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -12.9% | +7.7% | -1.3% |
| 7D | -17.1% | -24.5% | +7.4% | -9.9% |
| 30D | -30.1% | -42.5% | +12.3% | -18.3% |
| 3M | -32.4% | -14.1% | -18.3% | -31.4% |
| 6M | -32.1% | +3.6% | -35.7% | -36.2% |
| YTD | +4.1% | +50.6% | -46.5% | -14.9% |
| 1Y | +8.9% | +72.2% | -63.3% | -14.7% |
| All | +8.9% | +70.8% | -61.9% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling