+96.2%
SMH vs CLX
-20.9%
+117.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.4% |
| 7D | +2.5% | -9.2% | +11.7% | +1.1% |
| 30D | -0.5% | -11.0% | +10.6% | -2.1% |
| 3M | -9.6% | +5.0% | -14.7% | -9.2% |
| 6M | +42.1% | -18.8% | +60.9% | +38.8% |
| YTD | +57.4% | -4.4% | +61.8% | +65.0% |
| 1Y | +96.2% | -21.9% | +118.1% | +92.9% |
| All | +96.2% | -20.9% | +117.1% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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