+1,475.7%
SMH vs CLF
+74.2%
+1,401.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.3% |
| 7D | +4.9% | +10.4% | -5.5% | +2.6% |
| 30D | -13.8% | +0.6% | -14.4% | -14.2% |
| 3M | -17.4% | +4.1% | -21.5% | -18.7% |
| 6M | -15.0% | +15.1% | -30.1% | -19.1% |
| YTD | +35.2% | -4.7% | +39.9% | +32.2% |
| 1Y | +41.6% | +20.4% | +21.2% | +31.3% |
| 3Y | +215.6% | -23.4% | +239.0% | +200.6% |
| 5Y | +233.2% | -43.3% | +276.5% | +225.6% |
| All | +1,475.7% | +74.2% | +1,401.5% | +963.7% |
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