+1,817.6%
SMH vs CHRW
+183.1%
+1,634.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +0.3% | +3.5% | -3.2% | -0.8% |
| 30D | -2.8% | +4.6% | -7.4% | -4.3% |
| 3M | -6.7% | -19.7% | +13.0% | -1.0% |
| 6M | +41.8% | -12.4% | +54.2% | +45.3% |
| YTD | +57.9% | -3.9% | +61.8% | +55.2% |
| 1Y | +87.6% | +18.4% | +69.3% | +69.7% |
| 3Y | +282.9% | +88.8% | +194.1% | +177.3% |
| 5Y | +330.4% | +93.5% | +236.9% | +201.7% |
| All | +1,817.6% | +183.1% | +1,634.5% | +1,048.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling