+158.3%
CAT vs SMTC
+698.5%
-540.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | 0.0% |
| 7D | +7.4% | +11.0% | -3.6% | +5.1% |
| 30D | -19.7% | -28.5% | +8.8% | -15.0% |
| 3M | -29.6% | -14.2% | -15.4% | -28.6% |
| 6M | -33.2% | -18.0% | -15.2% | -32.3% |
| YTD | +5.7% | +55.5% | -49.8% | -4.0% |
| 1Y | +9.3% | +69.5% | -60.2% | -2.0% |
| 3Y | +158.3% | +699.7% | -541.3% | +79.8% |
| All | +158.3% | +698.5% | -540.2% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling