+86.8%
SMH vs CHRW
+23.5%
+63.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | +1.4% | +4.4% | -3.0% | +0.9% |
| 30D | -2.2% | +5.5% | -7.7% | -2.9% |
| 3M | -1.9% | -17.3% | +15.4% | +0.3% |
| 6M | +41.0% | -12.7% | +53.7% | +42.6% |
| YTD | +55.6% | -4.1% | +59.7% | +55.8% |
| 1Y | +86.8% | +21.2% | +65.6% | +88.7% |
| All | +86.8% | +23.5% | +63.4% | +88.7% |
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