+28.4%
CLX vs SMTC
+337.3%
-308.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +1.0% |
| 7D | +13.6% | -10.9% | +24.6% | +13.7% |
| 30D | +29.1% | -39.4% | +68.5% | +29.7% |
| 3M | +1.6% | -13.5% | +15.1% | +1.4% |
| 6M | +18.7% | -6.8% | +25.5% | +17.7% |
| YTD | +11.1% | +54.0% | -42.9% | +8.4% |
| 1Y | +7.0% | +50.8% | -43.8% | +4.4% |
| 3Y | -10.0% | +677.3% | -687.3% | -19.6% |
| 5Y | -22.6% | +28.7% | -51.4% | -27.0% |
| All | +28.4% | +337.3% | -308.9% | +9.5% |
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