+339.4%
SMH vs CAT
+332.8%
+6.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +0.5% |
| 7D | +5.2% | +5.6% | -0.3% | +1.8% |
| 30D | -1.5% | -2.3% | +0.8% | -0.1% |
| 3M | -4.1% | -10.0% | +5.9% | +2.6% |
| 6M | +50.8% | +21.2% | +29.5% | +35.2% |
| YTD | +59.3% | +44.4% | +14.9% | +28.6% |
| 1Y | +94.1% | +96.3% | -2.2% | +30.3% |
| 3Y | +286.7% | +203.9% | +82.8% | +101.3% |
| 5Y | +339.4% | +333.5% | +5.9% | +83.8% |
| All | +339.4% | +332.8% | +6.7% | +83.8% |
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 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