-12.0%
SMH vs CAT
-33.1%
+21.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +2.3% |
| 7D | +0.5% | +1.7% | -1.2% | -0.6% |
| 30D | -14.2% | -24.6% | +10.3% | +8.0% |
| 3M | -11.5% | -28.5% | +17.0% | +16.2% |
| 6M | -12.0% | -34.8% | +22.8% | +24.2% |
| All | -12.0% | -33.1% | +21.1% | +24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling