+116.3%
CLF vs SMTC
+493.3%
-377.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.0% | -11.6% | -5.0% |
| 7D | +6.5% | +22.9% | -16.4% | -1.0% |
| 30D | +0.2% | +16.6% | -16.4% | -6.1% |
| 3M | -3.1% | +2.4% | -5.5% | -7.6% |
| 6M | +25.0% | +98.3% | -73.2% | -7.7% |
| YTD | -7.5% | +120.7% | -128.1% | -34.7% |
| 1Y | +11.5% | +168.3% | -156.7% | -27.4% |
| 3Y | -13.7% | +571.7% | -585.4% | -70.9% |
| 5Y | -47.0% | +114.0% | -161.0% | -69.9% |
| 10Y | +116.3% | +497.0% | -380.7% | -42.5% |
| All | +116.3% | +493.3% | -377.0% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling