-60.8%
CLSK vs SMTC
+544.5%
-605.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.1% | +1.7% | +4.4% |
| 7D | +7.7% | +13.1% | -5.4% | +1.8% |
| 30D | +12.2% | +19.5% | -7.2% | +2.4% |
| 3M | -15.5% | +2.2% | -17.7% | -18.7% |
| 6M | +39.3% | +94.9% | -55.5% | -3.4% |
| YTD | +35.1% | +127.0% | -91.9% | -13.8% |
| 1Y | +34.0% | +174.6% | -140.5% | -22.8% |
| 3Y | +226.3% | +615.9% | -389.7% | -9.5% |
| 5Y | +6.4% | +125.6% | -119.2% | -45.2% |
| All | -60.8% | +544.5% | -605.3% | -93.6% |
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