+1,063.2%
SMH vs CLF
+406.7%
+656.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.0% | -1.9% | +3.8% |
| 7D | -4.1% | -14.1% | +10.0% | -1.4% |
| 30D | -19.2% | -5.5% | -13.7% | -18.5% |
| 3M | -16.4% | 0.0% | -16.4% | -16.8% |
| 6M | -14.0% | +11.3% | -25.2% | -16.8% |
| YTD | +35.3% | -7.7% | +43.0% | +33.9% |
| 1Y | +40.4% | +17.5% | +22.9% | +32.9% |
| 3Y | +226.8% | -25.4% | +252.3% | +217.6% |
| 5Y | +232.3% | -46.0% | +278.3% | +231.7% |
| 10Y | +1,469.9% | +80.1% | +1,389.9% | +1,021.5% |
| All | +1,063.2% | +406.7% | +656.6% | +272.7% |
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 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