-39.5%
CAT vs SMTC
-10.6%
-28.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.7% | -11.8% | -2.8% |
| 7D | -10.3% | -19.0% | +8.7% | -5.2% |
| 30D | -31.2% | -46.7% | +15.5% | -18.6% |
| 3M | -34.7% | -23.4% | -11.2% | -31.6% |
| 6M | -39.5% | -13.4% | -26.1% | -39.4% |
| All | -39.5% | -10.6% | -28.9% | -39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling