+13.4%
CLF vs SMTC
+142.3%
-128.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | -0.4% |
| 7D | +7.6% | +12.7% | -5.2% | +4.4% |
| 30D | -1.2% | +22.0% | -23.2% | -6.8% |
| 3M | -13.4% | -12.7% | -0.7% | -11.9% |
| 6M | +15.4% | +64.8% | -49.4% | -5.0% |
| YTD | -5.9% | +100.7% | -106.6% | -27.1% |
| All | +13.4% | +142.3% | -128.9% | -11.2% |
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