+1,253.2%
SMH vs CLF
+416.6%
+836.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.3% |
| 7D | +2.5% | +7.6% | -5.1% | +1.1% |
| 30D | -0.5% | -1.2% | +0.7% | -0.4% |
| 3M | -9.6% | -13.4% | +3.7% | -8.0% |
| 6M | +42.1% | +15.4% | +26.7% | +36.9% |
| YTD | +57.4% | -5.9% | +63.3% | +55.9% |
| 1Y | +96.2% | +18.8% | +77.4% | +83.8% |
| 3Y | +267.9% | -19.4% | +287.3% | +253.5% |
| 5Y | +327.7% | -47.7% | +375.4% | +328.9% |
| 10Y | +1,764.6% | +130.4% | +1,634.3% | +1,173.7% |
| All | +1,253.2% | +416.6% | +836.6% | +334.1% |
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