+1,269.2%
SMH vs CHRW
+2,027.2%
-757.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.5% |
| 7D | +5.2% | +1.9% | +3.3% | +4.4% |
| 30D | -1.5% | +0.9% | -2.5% | -2.0% |
| 3M | -4.1% | -19.9% | +15.8% | +3.2% |
| 6M | +50.8% | -15.8% | +66.6% | +57.8% |
| YTD | +59.3% | -5.6% | +64.9% | +57.4% |
| 1Y | +94.1% | +21.0% | +73.1% | +70.9% |
| 3Y | +286.7% | +86.0% | +200.7% | +170.6% |
| 5Y | +339.4% | +88.6% | +250.8% | +199.5% |
| 10Y | +1,803.3% | +169.3% | +1,634.0% | +968.0% |
| All | +1,269.2% | +2,027.2% | -757.9% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling