+17,723.7%
CAT vs SMTC
+43,936.3%
-26,212.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.7% | -11.8% | -0.8% |
| 7D | -10.3% | -19.0% | +8.7% | -8.0% |
| 30D | -31.2% | -46.7% | +15.5% | -25.6% |
| 3M | -34.7% | -23.4% | -11.2% | -33.0% |
| 6M | -39.5% | -13.4% | -26.1% | -39.4% |
| YTD | -1.7% | +40.1% | -41.7% | -7.8% |
| 1Y | -1.1% | +47.7% | -48.8% | -8.0% |
| 3Y | +143.9% | +606.9% | -463.1% | +75.6% |
| 5Y | +194.8% | +14.4% | +180.4% | +158.6% |
| 10Y | +739.8% | +322.5% | +417.3% | +522.9% |
| All | +17,723.7% | +43,936.3% | -26,212.5% | +10,046.1% |
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