+5.5%
SMCI vs CLF
-20.4%
+25.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.5% | -10.8% | -11.1% |
| 7D | -0.3% | +16.0% | -16.3% | -6.2% |
| 30D | -30.9% | +1.6% | -32.6% | -31.9% |
| 3M | -28.2% | +6.7% | -34.9% | -31.1% |
| 6M | -17.7% | +21.1% | -38.8% | -24.9% |
| YTD | -7.8% | -1.6% | -6.2% | -10.9% |
| 1Y | -28.8% | +18.5% | -47.3% | -35.8% |
| All | +5.5% | -20.4% | +25.9% | -4.4% |
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