-11.1%
CHYM vs SIMO
+333.9%
-344.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.2% | -6.2% | +0.6% |
| 7D | -2.3% | +11.0% | -13.3% | -2.8% |
| 30D | +4.4% | +17.9% | -13.5% | +3.4% |
| 3M | +91.3% | +3.9% | +87.4% | +89.1% |
| 6M | +44.0% | +131.0% | -87.0% | +27.5% |
| YTD | +31.1% | +209.3% | -178.2% | +3.0% |
| 1Y | +37.8% | +223.8% | -185.9% | +7.1% |
| All | -11.1% | +333.9% | -344.9% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling