-23.4%
SMCI vs CLF
+15.2%
-38.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +1.1% |
| 7D | -6.6% | +10.4% | -17.0% | -11.0% |
| 30D | -24.9% | +0.6% | -25.5% | -25.9% |
| 3M | -31.4% | +4.1% | -35.5% | -34.0% |
| 6M | -16.0% | +15.1% | -31.1% | -22.9% |
| YTD | -8.2% | -4.7% | -3.5% | -15.0% |
| 1Y | -23.4% | +20.4% | -43.8% | -35.1% |
| All | -23.4% | +15.2% | -38.6% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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