+4,419.4%
SMCI vs CAT
+1,888.0%
+2,531.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.5% |
| 7D | +6.8% | +1.7% | +5.1% | +5.7% |
| 30D | +30.6% | -6.6% | +37.1% | +35.8% |
| 3M | -15.6% | -13.3% | -2.3% | -6.5% |
| 6M | +21.3% | +11.6% | +9.6% | +16.4% |
| YTD | +35.3% | +42.9% | -7.7% | +12.9% |
| 1Y | -2.7% | +95.4% | -98.2% | -32.4% |
| 3Y | +40.3% | +196.6% | -156.3% | -21.9% |
| 5Y | +941.8% | +321.7% | +620.2% | +374.1% |
| 10Y | +1,687.4% | +1,140.8% | +546.6% | +319.5% |
| All | +4,419.4% | +1,888.0% | +2,531.4% | +645.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling