-1.4%
CLX vs SMTC
+504.7%
-506.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.2% |
| 7D | -4.9% | +22.5% | -27.4% | -5.3% |
| 30D | -15.8% | +24.9% | -40.7% | -16.2% |
| 3M | -7.9% | +4.1% | -12.0% | -8.2% |
| 6M | -19.0% | +92.6% | -111.6% | -20.9% |
| YTD | -7.9% | +122.5% | -130.4% | -10.4% |
| 1Y | -25.4% | +166.2% | -191.6% | -27.9% |
| 3Y | -35.0% | +577.2% | -612.2% | -41.0% |
| 5Y | -36.8% | +119.0% | -155.7% | -40.9% |
| 10Y | -1.4% | +527.9% | -529.3% | -18.0% |
| All | -1.4% | +504.7% | -506.2% | -18.0% |
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