+1,696.2%
SMH vs CLSK
-60.8%
+1,757.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.3% | +1.3% |
| 7D | +0.3% | +7.7% | -7.5% | 0.0% |
| 30D | -2.8% | +12.2% | -15.0% | -3.2% |
| 3M | -6.7% | -15.5% | +8.7% | -6.4% |
| 6M | +41.8% | +39.3% | +2.4% | +40.1% |
| YTD | +57.9% | +35.1% | +22.8% | +55.9% |
| 1Y | +87.6% | +34.0% | +53.6% | +84.7% |
| 3Y | +282.9% | +226.3% | +56.7% | +264.2% |
| 5Y | +330.4% | +6.4% | +324.0% | +310.1% |
| All | +1,696.2% | -60.8% | +1,757.0% | +1,555.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 10y: compounded portfolio wealth divided by compounded CLSK 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…
10y analysis · Full analysis span regression · 6 months rolling