+1,253.2%
SMH vs CAT
+7,536.9%
-6,283.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.7% |
| 7D | +2.5% | +1.7% | +0.8% | +1.6% |
| 30D | -0.5% | -6.6% | +6.1% | +3.3% |
| 3M | -9.6% | -13.3% | +3.7% | -1.9% |
| 6M | +42.1% | +11.6% | +30.5% | +34.1% |
| YTD | +57.4% | +42.9% | +14.5% | +29.7% |
| 1Y | +96.2% | +95.4% | +0.8% | +35.9% |
| 3Y | +267.9% | +196.6% | +71.3% | +102.4% |
| 5Y | +327.7% | +321.7% | +6.0% | +90.0% |
| 10Y | +1,764.6% | +1,140.8% | +623.8% | +333.9% |
| All | +1,253.2% | +7,536.9% | -6,283.7% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling