+1,475.7%
SMH vs CHRW
+128.6%
+1,347.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.0% | -3.0% |
| 7D | +4.9% | +7.3% | -2.4% | +2.7% |
| 30D | -13.8% | -3.6% | -10.2% | -13.1% |
| 3M | -17.4% | -9.6% | -7.8% | -15.6% |
| 6M | -15.0% | -17.0% | +2.0% | -11.9% |
| YTD | +35.2% | -15.4% | +50.6% | +37.1% |
| 1Y | +41.6% | -10.0% | +51.6% | +40.5% |
| 3Y | +215.6% | +82.2% | +133.5% | +126.4% |
| 5Y | +233.2% | +59.4% | +173.9% | +148.7% |
| All | +1,475.7% | +128.6% | +1,347.0% | +899.3% |
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