+286.7%
SMH vs CLF
-14.9%
+301.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | +5.2% | +6.5% | -1.3% | +3.7% |
| 30D | -1.5% | +0.2% | -1.8% | -1.7% |
| 3M | -4.1% | -3.1% | -1.0% | -4.1% |
| 6M | +50.8% | +25.0% | +25.7% | +41.8% |
| YTD | +59.3% | -7.5% | +66.8% | +57.6% |
| 1Y | +94.1% | +11.5% | +82.6% | +80.9% |
| 3Y | +286.7% | -13.7% | +300.4% | +247.5% |
| All | +286.7% | -14.9% | +301.6% | +247.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling