-25.4%
CLX vs SMTC
+168.8%
-194.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.1% |
| 7D | -4.9% | +22.5% | -27.4% | -4.3% |
| 30D | -15.8% | +24.9% | -40.7% | -15.1% |
| 3M | -7.9% | +4.1% | -12.0% | -7.3% |
| 6M | -19.0% | +92.6% | -111.6% | -20.3% |
| YTD | -7.9% | +122.5% | -130.4% | -8.8% |
| 1Y | -25.4% | +166.2% | -191.6% | -27.1% |
| All | -25.4% | +168.8% | -194.1% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling