+1,097.4%
SMH vs CAT
+5,592.6%
-4,495.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.4% |
| 7D | +12.1% | +9.3% | +2.7% | +6.7% |
| 30D | -14.7% | -21.5% | +6.8% | -2.5% |
| 3M | -14.2% | -29.1% | +14.9% | +3.6% |
| 6M | -10.6% | -33.4% | +22.8% | +12.1% |
| YTD | +39.3% | +6.6% | +32.8% | +34.8% |
| 1Y | +41.6% | +6.5% | +35.0% | +37.1% |
| 3Y | +223.4% | +162.7% | +60.7% | +91.3% |
| 5Y | +243.5% | +214.2% | +29.3% | +79.7% |
| 10Y | +1,506.6% | +705.2% | +801.4% | +375.0% |
| All | +1,097.4% | +5,592.6% | -4,495.2% | -11.6% |
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 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