+1,061.7%
SMH vs CLX
+462.1%
+599.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.3% |
| 7D | +4.9% | +9.5% | -4.6% | +2.6% |
| 30D | -13.8% | +30.7% | -44.5% | -19.5% |
| 3M | -17.4% | +4.2% | -21.6% | -18.5% |
| 6M | -15.0% | +22.1% | -37.1% | -20.2% |
| YTD | +35.2% | +14.1% | +21.1% | +28.5% |
| 1Y | +41.6% | +10.3% | +31.3% | +35.6% |
| 3Y | +215.6% | -7.8% | +223.4% | +210.5% |
| 5Y | +233.2% | -20.8% | +254.1% | +234.1% |
| 10Y | +1,458.7% | +31.9% | +1,426.8% | +1,121.5% |
| All | +1,061.7% | +462.1% | +599.5% | +445.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling