+96.3%
CAT vs SMTC
+166.5%
-70.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.0% | -8.9% | -1.8% |
| 7D | +5.6% | +22.9% | -17.4% | -0.8% |
| 30D | -2.3% | +16.6% | -19.0% | -7.4% |
| 3M | -10.0% | +2.4% | -12.4% | -12.5% |
| 6M | +21.2% | +98.3% | -77.0% | -3.6% |
| YTD | +44.4% | +120.7% | -76.2% | +12.3% |
| 1Y | +96.3% | +168.3% | -72.0% | +50.5% |
| All | +96.3% | +166.5% | -70.2% | +50.5% |
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 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