-34.0%
CLF vs SMTC
+597.8%
-631.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.7% | -11.1% | -0.9% |
| 7D | -19.6% | -19.0% | -0.6% | -16.2% |
| 30D | -5.0% | -46.7% | +41.8% | +6.6% |
| 3M | -6.3% | -23.4% | +17.1% | -2.5% |
| 6M | +2.8% | -13.4% | +16.2% | +3.0% |
| YTD | -13.7% | +40.1% | -53.8% | -21.2% |
| 1Y | +13.6% | +47.7% | -34.1% | +2.6% |
| 3Y | -34.0% | +606.9% | -640.9% | -57.4% |
| All | -34.0% | +597.8% | -631.8% | -57.4% |
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