+4,495.9%
SMCI vs CHRW
+383.0%
+4,112.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.0% |
| 7D | +9.7% | +1.9% | +7.7% | +8.9% |
| 30D | +29.3% | +0.9% | +28.4% | +28.8% |
| 3M | -8.5% | -19.9% | +11.4% | -1.5% |
| 6M | +28.6% | -15.8% | +44.4% | +35.5% |
| YTD | +37.5% | -5.6% | +43.1% | +37.3% |
| 1Y | +0.5% | +21.0% | -20.5% | -10.4% |
| 3Y | +43.4% | +86.0% | -42.6% | +1.0% |
| 5Y | +1,008.2% | +88.6% | +919.5% | +653.7% |
| 10Y | +1,776.0% | +169.3% | +1,606.8% | +909.9% |
| All | +4,495.9% | +383.0% | +4,112.9% | +1,649.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling