+122.7%
CHRW vs SMTC
+334.8%
-212.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | -3.4% | -10.9% | +7.5% | -2.5% |
| 30D | -9.4% | -39.4% | +30.0% | -4.8% |
| 3M | -12.6% | -13.5% | +0.9% | -12.9% |
| 6M | -24.2% | -6.8% | -17.3% | -26.2% |
| YTD | -18.9% | +54.0% | -72.9% | -26.7% |
| 1Y | -13.7% | +50.8% | -64.5% | -22.0% |
| 3Y | +72.6% | +677.3% | -604.7% | +8.0% |
| 5Y | +55.6% | +28.7% | +26.8% | +31.8% |
| 10Y | +122.7% | +339.9% | -217.1% | +46.7% |
| All | +122.7% | +334.8% | -212.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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