+25,808.1%
CAT vs SMTC
+62,999.7%
-37,191.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.2% | -7.5% | +0.5% |
| 7D | +1.7% | +12.7% | -11.0% | +0.1% |
| 30D | -6.6% | +22.0% | -28.5% | -9.4% |
| 3M | -13.3% | -12.7% | -0.6% | -12.5% |
| 6M | +11.6% | +64.8% | -53.2% | +3.2% |
| YTD | +42.9% | +100.7% | -57.7% | +28.8% |
| 1Y | +95.4% | +146.9% | -51.5% | +70.8% |
| 3Y | +196.6% | +456.8% | -260.2% | +119.9% |
| 5Y | +321.7% | +89.2% | +232.4% | +249.1% |
| 10Y | +1,140.8% | +426.9% | +713.9% | +796.9% |
| All | +25,808.1% | +62,999.7% | -37,191.6% | +14,069.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling