-2.7%
SMCI vs CAT
+97.5%
-100.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.1% |
| 7D | +6.8% | +1.7% | +5.1% | +5.3% |
| 30D | +30.6% | -6.6% | +37.1% | +38.2% |
| 3M | -15.6% | -13.3% | -2.3% | -3.8% |
| 6M | +21.3% | +11.6% | +9.6% | +16.7% |
| YTD | +35.3% | +42.9% | -7.7% | +15.1% |
| 1Y | -2.7% | +95.4% | -98.2% | -18.8% |
| All | -2.7% | +97.5% | -100.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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