+1,253.2%
SMH vs CLX
+371.1%
+882.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.9% |
| 7D | +2.5% | -9.2% | +11.7% | +5.0% |
| 30D | -0.5% | -11.0% | +10.6% | +2.4% |
| 3M | -9.6% | +5.0% | -14.7% | -11.6% |
| 6M | +42.1% | -18.8% | +60.9% | +48.3% |
| YTD | +57.4% | -4.4% | +61.8% | +56.9% |
| 1Y | +96.2% | -21.9% | +118.1% | +105.8% |
| 3Y | +267.9% | -32.8% | +300.7% | +294.9% |
| 5Y | +327.7% | -34.6% | +362.2% | +351.0% |
| 10Y | +1,764.6% | -4.7% | +1,769.3% | +1,521.5% |
| All | +1,253.2% | +371.1% | +882.1% | +565.7% |
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