+174.5%
CHRW vs SMTC
+504.7%
-330.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +4.1% | +22.5% | -18.4% | +1.4% |
| 30D | +1.9% | +24.9% | -23.0% | -1.3% |
| 3M | -21.2% | +4.1% | -25.2% | -22.5% |
| 6M | -16.7% | +92.6% | -109.2% | -25.4% |
| YTD | -5.4% | +122.5% | -127.8% | -17.1% |
| 1Y | +21.2% | +166.2% | -145.0% | +3.0% |
| 3Y | +86.5% | +577.2% | -490.7% | +23.4% |
| 5Y | +93.0% | +119.0% | -25.9% | +53.0% |
| 10Y | +174.5% | +527.9% | -353.4% | +66.2% |
| All | +174.5% | +504.7% | -330.2% | +66.2% |
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