+967.2%
SMCI vs CLF
-47.6%
+1,014.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.7% |
| 7D | +5.2% | -2.7% | +7.9% | +6.2% |
| 30D | +23.7% | -3.2% | +26.9% | +24.8% |
| 3M | -4.2% | -5.0% | +0.7% | -3.1% |
| 6M | +21.7% | +26.6% | -4.9% | +12.4% |
| YTD | +33.0% | -9.0% | +42.0% | +34.6% |
| 1Y | -9.3% | +11.8% | -21.1% | -15.7% |
| 3Y | +38.7% | -15.1% | +53.8% | +30.9% |
| 5Y | +967.2% | -48.2% | +1,015.4% | +1,010.1% |
| All | +967.2% | -47.6% | +1,014.8% | +1,010.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling