+233.7%
SMH vs CLX
-20.8%
+254.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.0% |
| 7D | +4.9% | +9.5% | -4.6% | +4.9% |
| 30D | -13.8% | +30.7% | -44.5% | -13.8% |
| 3M | -17.4% | +4.2% | -21.6% | -17.2% |
| 6M | -15.0% | +22.1% | -37.1% | -15.1% |
| YTD | +35.2% | +14.1% | +21.1% | +35.4% |
| 1Y | +41.6% | +10.3% | +31.3% | +42.1% |
| 3Y | +215.6% | -7.8% | +223.4% | +215.5% |
| All | +233.7% | -20.8% | +254.5% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling