+921.6%
SMCI vs CHRW
+94.0%
+827.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.2% |
| 7D | -1.3% | +4.4% | -5.6% | -2.1% |
| 30D | +18.3% | +5.5% | +12.8% | +17.0% |
| 3M | +27.7% | -17.3% | +45.0% | +31.5% |
| 6M | +17.6% | -12.7% | +30.2% | +20.1% |
| YTD | +27.7% | -4.1% | +31.8% | +27.9% |
| 1Y | -14.9% | +21.2% | -36.1% | -18.7% |
| 3Y | +33.2% | +88.9% | -55.7% | +13.6% |
| 5Y | +921.6% | +93.1% | +828.5% | +825.8% |
| All | +921.6% | +94.0% | +827.6% | +825.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling