-15.0%
SMH vs CHRW
-18.8%
+3.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.0% | -3.0% |
| 7D | +4.9% | +7.3% | -2.4% | +4.4% |
| 30D | -13.8% | -3.6% | -10.2% | -14.0% |
| 3M | -17.4% | -9.6% | -7.8% | -17.4% |
| 6M | -15.0% | -17.0% | +2.0% | -18.9% |
| All | -15.0% | -18.8% | +3.8% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling