-11.1%
CHYM vs SBAC
-15.5%
+4.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.9% |
| 7D | -2.3% | -2.1% | -0.2% | -2.2% |
| 30D | +4.4% | +2.0% | +2.4% | +4.4% |
| 3M | +91.3% | -8.3% | +99.6% | +91.0% |
| 6M | +44.0% | +0.3% | +43.7% | +40.4% |
| YTD | +31.1% | -2.2% | +33.3% | +26.9% |
| 1Y | +37.8% | -4.6% | +42.5% | +33.7% |
| All | -11.1% | -15.5% | +4.4% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling