-11.1%
CHYM vs SMTC
+304.1%
-315.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.3% |
| 7D | -2.3% | +13.1% | -15.3% | -4.1% |
| 30D | +4.4% | +19.5% | -15.0% | +0.9% |
| 3M | +91.3% | +2.2% | +89.1% | +86.9% |
| 6M | +44.0% | +94.9% | -50.9% | +17.9% |
| YTD | +31.1% | +127.0% | -95.8% | +2.6% |
| 1Y | +37.8% | +174.6% | -136.7% | +4.0% |
| All | -11.1% | +304.1% | -315.1% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 5y: compounded portfolio wealth divided by compounded SMTC 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…
5y analysis · Full analysis span regression · 6 months rolling