+43.4%
SMCI vs CLF
-14.9%
+58.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.4% |
| 7D | +9.7% | +6.5% | +3.2% | +6.8% |
| 30D | +29.3% | +0.2% | +29.1% | +28.7% |
| 3M | -8.5% | -3.1% | -5.4% | -8.1% |
| 6M | +28.6% | +25.0% | +3.6% | +17.7% |
| YTD | +37.5% | -7.5% | +45.0% | +37.9% |
| 1Y | +0.5% | +11.5% | -11.0% | -8.1% |
| 3Y | +43.4% | -13.7% | +57.1% | +19.7% |
| All | +43.4% | -14.9% | +58.3% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling