+523.6%
SMCI vs CAT
+210.5%
+313.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.2% |
| 7D | -6.6% | +7.4% | -14.0% | -12.1% |
| 30D | -24.9% | -19.7% | -5.2% | -10.3% |
| 3M | -31.4% | -29.6% | -1.8% | -9.0% |
| 6M | -16.0% | -33.2% | +17.2% | +18.7% |
| YTD | -8.2% | +5.7% | -13.9% | -7.9% |
| 1Y | -23.4% | +9.3% | -32.8% | -25.1% |
| 3Y | +5.0% | +158.3% | -153.3% | -46.5% |
| All | +523.6% | +210.5% | +313.1% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling