+338.0%
SMH vs CLS
+3,586.2%
-3,248.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +4.3% | +20.1% | -15.8% | -3.1% |
| 30D | +0.9% | +6.0% | -5.2% | -2.1% |
| 3M | -2.8% | -10.3% | +7.5% | -0.7% |
| 6M | +45.6% | +24.5% | +21.1% | +28.1% |
| YTD | +59.5% | +12.9% | +46.6% | +43.2% |
| 1Y | +93.4% | +36.7% | +56.8% | +55.9% |
| 3Y | +287.1% | +1,328.1% | -1,041.0% | -4.8% |
| 5Y | +338.0% | +3,682.3% | -3,344.3% | -30.9% |
| All | +338.0% | +3,586.2% | -3,248.1% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling