+967.2%
SMCI vs CAT
+330.4%
+636.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.6% |
| 7D | +5.2% | +2.9% | +2.3% | +3.0% |
| 30D | +23.7% | -2.6% | +26.4% | +26.4% |
| 3M | -4.2% | -10.7% | +6.5% | +6.5% |
| 6M | +21.7% | +16.1% | +5.6% | +12.2% |
| YTD | +33.0% | +43.2% | -10.2% | +5.2% |
| 1Y | -9.3% | +96.8% | -106.1% | -43.7% |
| 3Y | +38.7% | +201.4% | -162.6% | -36.9% |
| 5Y | +967.2% | +332.7% | +634.5% | +294.4% |
| All | +967.2% | +330.4% | +636.7% | +294.4% |
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