+88.6%
CHRW vs SMTC
+110.0%
-21.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.0% | -8.3% | +0.8% |
| 7D | +1.9% | +22.9% | -21.0% | +0.1% |
| 30D | +0.9% | +16.6% | -15.7% | -0.7% |
| 3M | -19.9% | +2.4% | -22.3% | -20.6% |
| 6M | -15.8% | +98.3% | -114.1% | -22.2% |
| YTD | -5.6% | +120.7% | -126.3% | -13.7% |
| 1Y | +21.0% | +168.3% | -147.2% | +8.3% |
| 3Y | +86.0% | +571.7% | -485.7% | +38.6% |
| 5Y | +88.6% | +114.0% | -25.4% | +61.4% |
| All | +88.6% | +110.0% | -21.4% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling