+712.5%
CAT vs SMTC
+365.8%
+346.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +12.8% | -5.6% | +4.0% |
| 7D | -2.4% | -4.8% | +2.4% | -1.8% |
| 30D | -25.0% | -37.8% | +12.8% | -16.8% |
| 3M | -28.7% | -16.5% | -12.2% | -27.3% |
| 6M | -33.0% | -4.4% | -28.6% | -34.8% |
| YTD | +5.4% | +58.0% | -52.6% | -10.0% |
| 1Y | +7.3% | +62.0% | -54.7% | -9.2% |
| 3Y | +166.0% | +745.7% | -579.6% | +23.9% |
| 5Y | +210.1% | +29.0% | +181.1% | +144.4% |
| 10Y | +712.5% | +351.4% | +361.2% | +338.5% |
| All | +712.5% | +365.8% | +346.7% | +338.5% |
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