+2,981.1%
SMCI vs CLF
-49.2%
+3,030.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.5% | -10.8% | -11.2% |
| 7D | -0.3% | +16.0% | -16.3% | -3.5% |
| 30D | -30.9% | +1.6% | -32.6% | -31.4% |
| 3M | -28.2% | +6.7% | -34.9% | -29.6% |
| 6M | -17.7% | +21.1% | -38.8% | -21.3% |
| YTD | -7.8% | -1.6% | -6.2% | -8.5% |
| 1Y | -28.8% | +18.5% | -47.3% | -32.0% |
| 3Y | +1.5% | -21.0% | +22.5% | +0.5% |
| 5Y | +517.8% | -41.4% | +559.2% | +527.3% |
| 10Y | +958.4% | +86.5% | +871.9% | +652.9% |
| All | +2,981.1% | -49.2% | +3,030.3% | +1,523.3% |
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