+1,109.9%
SMH vs CLF
+443.1%
+666.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.4% |
| 7D | +0.5% | +2.3% | -1.8% | +0.2% |
| 30D | -14.2% | +1.9% | -16.2% | -14.7% |
| 3M | -11.5% | +5.9% | -17.4% | -12.9% |
| 6M | -12.0% | +16.9% | -28.9% | -15.7% |
| YTD | +40.8% | -1.1% | +41.8% | +37.5% |
| 1Y | +44.9% | +28.8% | +16.0% | +34.8% |
| 3Y | +226.7% | -20.6% | +247.3% | +213.8% |
| 5Y | +250.6% | -41.5% | +292.1% | +244.9% |
| 10Y | +1,523.4% | +87.5% | +1,435.9% | +1,050.4% |
| All | +1,109.9% | +443.1% | +666.8% | +282.8% |
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