+1,789.8%
SMH vs CLF
+128.8%
+1,661.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.0% |
| 7D | +1.4% | -3.7% | +5.1% | +2.2% |
| 30D | -2.2% | -4.7% | +2.5% | -1.3% |
| 3M | -1.9% | -4.7% | +2.8% | -1.7% |
| 6M | +41.0% | +24.0% | +17.0% | +32.8% |
| YTD | +55.6% | -10.9% | +66.5% | +55.4% |
| 1Y | +86.8% | +4.0% | +82.8% | +77.5% |
| 3Y | +277.7% | -16.9% | +294.6% | +255.1% |
| 5Y | +324.2% | -49.3% | +373.5% | +324.7% |
| All | +1,789.8% | +128.8% | +1,661.0% | +1,200.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling