-13.3%
CLF vs SMTC
+514.4%
-527.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | +0.1% |
| 7D | +7.6% | +12.7% | -5.2% | +5.2% |
| 30D | -1.2% | +22.0% | -23.2% | -5.3% |
| 3M | -13.4% | -12.7% | -0.7% | -12.7% |
| 6M | +15.4% | +64.8% | -49.4% | +2.8% |
| YTD | -5.9% | +100.7% | -106.6% | -19.0% |
| 1Y | +18.8% | +146.9% | -128.1% | -1.3% |
| All | -13.3% | +514.4% | -527.7% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling