+1,537.1%
SOXX vs CAT
+1,169.9%
+367.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.8% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -3.6% | -4.3% | +0.8% | -0.9% |
| 3M | -10.2% | -8.6% | -1.5% | -4.3% |
| 6M | +54.2% | +16.1% | +38.1% | +43.3% |
| YTD | +75.2% | +43.8% | +31.4% | +43.7% |
| 1Y | +107.5% | +91.5% | +16.0% | +43.9% |
| 3Y | +226.8% | +202.7% | +24.0% | +74.5% |
| 5Y | +251.2% | +335.1% | -83.9% | +50.5% |
| All | +1,537.1% | +1,169.9% | +367.2% | +333.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling