+1,061.7%
SMH vs CLS
+385.5%
+676.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.4% | +2.4% | -0.9% |
| 7D | +4.9% | +16.3% | -11.4% | -1.1% |
| 30D | -13.8% | -25.7% | +11.9% | -4.2% |
| 3M | -17.4% | -30.9% | +13.5% | -6.5% |
| 6M | -15.0% | -35.5% | +20.5% | -3.4% |
| YTD | +35.2% | -18.7% | +53.9% | +36.3% |
| 1Y | +41.6% | -17.9% | +59.5% | +40.3% |
| 3Y | +215.6% | +838.1% | -622.5% | +8.1% |
| 5Y | +233.2% | +1,971.9% | -1,738.7% | -18.4% |
| 10Y | +1,458.7% | +1,907.9% | -449.2% | +240.0% |
| All | +1,061.7% | +385.5% | +676.1% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling