+1,817.6%
SMH vs CLX
-3.7%
+1,821.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +0.3% | -5.7% | +6.0% | +0.8% |
| 30D | -2.8% | -17.0% | +14.2% | -1.2% |
| 3M | -6.7% | -9.7% | +3.0% | -6.1% |
| 6M | +41.8% | -19.8% | +61.6% | +44.5% |
| YTD | +57.9% | -9.8% | +67.7% | +58.6% |
| 1Y | +87.6% | -26.2% | +113.8% | +92.9% |
| 3Y | +282.9% | -36.2% | +319.1% | +297.6% |
| 5Y | +330.4% | -38.3% | +368.8% | +342.4% |
| All | +1,817.6% | -3.7% | +1,821.3% | +1,554.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling