-14.9%
SMCI vs CAT
+93.5%
-108.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -2.9% |
| 7D | -1.3% | +0.6% | -1.9% | -1.7% |
| 30D | +18.3% | -4.5% | +22.8% | +23.2% |
| 3M | +27.7% | -5.8% | +33.5% | +34.6% |
| 6M | +17.6% | +12.7% | +4.8% | +12.9% |
| YTD | +27.7% | +41.4% | -13.7% | +8.8% |
| 1Y | -14.9% | +92.1% | -106.9% | -34.8% |
| All | -14.9% | +93.5% | -108.3% | -34.8% |
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