+4,419.4%
SMCI vs CLF
-51.4%
+4,470.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.8% | +4.2% |
| 7D | +6.8% | +7.6% | -0.8% | +5.1% |
| 30D | +30.6% | -1.2% | +31.8% | +30.7% |
| 3M | -15.6% | -13.4% | -2.2% | -13.2% |
| 6M | +21.3% | +15.4% | +5.8% | +18.0% |
| YTD | +35.3% | -5.9% | +41.1% | +36.2% |
| 1Y | -2.7% | +18.8% | -21.5% | -7.5% |
| 3Y | +40.3% | -19.4% | +59.7% | +39.2% |
| 5Y | +941.8% | -47.7% | +989.6% | +980.0% |
| 10Y | +1,687.4% | +130.4% | +1,557.0% | +1,124.9% |
| All | +4,419.4% | -51.4% | +4,470.8% | +2,315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling