-6.9%
CHYM vs SFM
-54.6%
+47.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.9% | +10.9% | +7.2% |
| 7D | +3.4% | -7.2% | +10.6% | +4.1% |
| 30D | +12.0% | -14.3% | +26.3% | +13.3% |
| 3M | +102.4% | -13.7% | +116.1% | +104.4% |
| 6M | +52.7% | -6.0% | +58.7% | +51.7% |
| YTD | +37.3% | -8.2% | +45.5% | +37.0% |
| 1Y | +42.2% | -46.2% | +88.4% | +54.8% |
| All | -6.9% | -54.6% | +47.7% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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