+96.2%
SMH vs CLS
+47.9%
+48.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +2.5% | +4.6% | -2.1% | +0.8% |
| 30D | -0.5% | -13.9% | +13.4% | +3.6% |
| 3M | -9.6% | -26.6% | +16.9% | -1.8% |
| 6M | +42.1% | +15.4% | +26.7% | +33.4% |
| YTD | +57.4% | +5.7% | +51.8% | +49.3% |
| 1Y | +96.2% | +41.1% | +55.1% | +74.0% |
| All | +96.2% | +47.9% | +48.3% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling