+80.1%
CLF vs SMTC
+365.8%
-285.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +12.8% | -5.8% | +2.7% |
| 7D | -14.1% | -4.8% | -9.2% | -12.9% |
| 30D | -5.5% | -37.8% | +32.3% | +9.3% |
| 3M | 0.0% | -16.5% | +16.5% | +2.8% |
| 6M | +11.3% | -4.4% | +15.7% | +5.2% |
| YTD | -7.7% | +58.0% | -65.7% | -28.3% |
| 1Y | +17.5% | +62.0% | -44.5% | -9.9% |
| 3Y | -25.4% | +745.7% | -771.1% | -78.3% |
| 5Y | -46.0% | +29.0% | -75.0% | -62.4% |
| 10Y | +80.1% | +351.4% | -271.3% | -42.1% |
| All | +80.1% | +365.8% | -285.7% | -42.1% |
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