+20.2%
CLF vs SMTC
+70.8%
-50.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -12.9% | +3.7% | -5.9% |
| 7D | -7.9% | -24.5% | +16.6% | -1.4% |
| 30D | +5.2% | -42.5% | +47.7% | +19.4% |
| 3M | +4.3% | -14.1% | +18.4% | +6.2% |
| 6M | +25.3% | +3.6% | +21.7% | +17.7% |
| YTD | -3.3% | +50.6% | -53.9% | -19.7% |
| 1Y | +20.2% | +72.2% | -52.0% | -3.8% |
| All | +20.2% | +70.8% | -50.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling