+96.2%
SMH vs CAT
+97.5%
-1.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.4% |
| 7D | +2.5% | +1.7% | +0.8% | +1.3% |
| 30D | -0.5% | -6.6% | +6.1% | +4.2% |
| 3M | -9.6% | -13.3% | +3.7% | -0.2% |
| 6M | +42.1% | +11.6% | +30.5% | +34.8% |
| YTD | +57.4% | +42.9% | +14.5% | +31.4% |
| 1Y | +96.2% | +95.4% | +0.8% | +40.6% |
| All | +96.2% | +97.5% | -1.3% | +40.6% |
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