+43.4%
SMH vs CHRW
-10.6%
+54.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | -11.2% | +4.9% | -16.1% | -11.7% |
| 30D | -20.4% | -4.8% | -15.6% | -20.1% |
| 3M | -12.4% | -13.1% | +0.7% | -11.1% |
| 6M | -0.5% | -16.3% | +15.9% | +0.6% |
| YTD | +40.0% | -15.8% | +55.8% | +27.1% |
| 1Y | +43.4% | -11.1% | +54.5% | +24.1% |
| All | +43.4% | -10.6% | +54.0% | +24.1% |
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