-37.6%
SMCI vs CHRW
-10.6%
-27.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.8% |
| 7D | -17.3% | +4.9% | -22.2% | -18.2% |
| 30D | -31.5% | -4.8% | -26.7% | -30.9% |
| 3M | -6.6% | -13.1% | +6.5% | -4.1% |
| 6M | +6.0% | -16.3% | +22.4% | +8.3% |
| YTD | +1.1% | -15.8% | +16.9% | -3.5% |
| 1Y | -37.6% | -11.1% | -26.4% | -43.6% |
| All | -37.6% | -10.6% | -27.0% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling