-35.7%
CLX vs SMTC
+110.0%
-145.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.0% | -11.5% | -1.6% |
| 7D | -3.5% | +22.9% | -26.5% | -3.7% |
| 30D | -11.9% | +16.6% | -28.5% | -12.0% |
| 3M | -2.6% | +2.4% | -5.0% | -2.7% |
| 6M | -18.2% | +98.3% | -116.4% | -19.6% |
| YTD | -5.9% | +120.7% | -126.6% | -7.7% |
| 1Y | -23.8% | +168.3% | -192.1% | -25.7% |
| 3Y | -33.6% | +571.7% | -605.3% | -39.3% |
| 5Y | -35.7% | +114.0% | -149.7% | -42.3% |
| All | -35.7% | +110.0% | -145.7% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling