+1,837.0%
SMH vs CLF
+133.8%
+1,703.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +4.3% | -2.7% | +7.0% | +4.9% |
| 30D | +0.9% | -3.2% | +4.1% | +1.4% |
| 3M | -2.8% | -5.0% | +2.1% | -2.6% |
| 6M | +45.6% | +26.6% | +19.0% | +36.5% |
| YTD | +59.5% | -9.0% | +68.4% | +58.5% |
| 1Y | +93.4% | +11.8% | +81.6% | +80.9% |
| 3Y | +287.1% | -15.1% | +302.2% | +262.3% |
| 5Y | +338.0% | -48.2% | +386.2% | +336.5% |
| All | +1,837.0% | +133.8% | +1,703.2% | +1,226.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling