+1,523.4%
SMH vs CAT
+697.1%
+826.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +3.1% |
| 7D | +0.5% | +1.7% | -1.2% | -0.2% |
| 30D | -14.2% | -24.6% | +10.3% | +0.9% |
| 3M | -11.5% | -28.5% | +17.0% | +7.2% |
| 6M | -12.0% | -34.8% | +22.8% | +12.9% |
| YTD | +40.8% | +5.9% | +34.9% | +37.2% |
| 1Y | +44.9% | +6.8% | +38.0% | +40.6% |
| 3Y | +226.7% | +161.1% | +65.6% | +93.4% |
| 5Y | +250.6% | +213.4% | +37.2% | +83.2% |
| 10Y | +1,523.4% | +700.3% | +823.1% | +427.8% |
| All | +1,523.4% | +697.1% | +826.3% | +427.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling