+1,876.8%
SMH vs CAT
+1,125.3%
+751.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | +4.3% | +2.9% | +1.4% | +2.6% |
| 30D | +0.9% | -2.6% | +3.5% | +2.4% |
| 3M | -2.8% | -10.7% | +7.8% | +3.9% |
| 6M | +45.6% | +16.1% | +29.5% | +34.5% |
| YTD | +59.5% | +43.2% | +16.2% | +31.1% |
| 1Y | +93.4% | +96.8% | -3.4% | +33.0% |
| 3Y | +287.1% | +201.4% | +85.7% | +110.4% |
| 5Y | +338.0% | +332.7% | +5.4% | +92.3% |
| 10Y | +1,876.8% | +1,157.1% | +719.7% | +438.6% |
| All | +1,876.8% | +1,125.3% | +751.6% | +438.6% |
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 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