+234.5%
SMH vs CAT
+205.5%
+29.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.7% |
| 7D | -6.7% | -6.3% | -0.4% | -2.7% |
| 30D | -19.8% | -26.8% | +7.0% | -2.7% |
| 3M | -15.1% | -30.0% | +15.0% | +5.9% |
| 6M | -14.6% | -34.6% | +20.0% | +11.5% |
| YTD | +34.3% | +2.9% | +31.4% | +33.5% |
| 1Y | +35.2% | +3.3% | +31.9% | +34.1% |
| 3Y | +211.7% | +153.7% | +58.0% | +83.9% |
| All | +234.5% | +205.5% | +29.0% | +72.6% |
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 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