+695.3%
CAT vs SMTC
+351.6%
+343.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.8% |
| 7D | +9.3% | +30.5% | -21.2% | +2.0% |
| 30D | -21.5% | -30.9% | +9.4% | -15.0% |
| 3M | -29.1% | -14.7% | -14.4% | -28.1% |
| 6M | -33.4% | -9.6% | -23.8% | -34.4% |
| YTD | +6.6% | +62.1% | -55.5% | -9.8% |
| 1Y | +6.5% | +66.6% | -60.1% | -10.6% |
| 3Y | +162.7% | +718.1% | -555.4% | +23.6% |
| 5Y | +214.2% | +32.8% | +181.4% | +145.5% |
| All | +695.3% | +351.6% | +343.7% | +310.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling