-12.0%
CHYM vs SPXS
-48.5%
+36.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -4.0% |
| 7D | -2.9% | +6.4% | -9.3% | +1.8% |
| 30D | +3.0% | +6.0% | -3.0% | +8.0% |
| 3M | +98.7% | -11.6% | +110.4% | +83.0% |
| 6M | +46.4% | -28.7% | +75.1% | +17.2% |
| YTD | +29.8% | -26.3% | +56.1% | +8.9% |
| 1Y | +40.5% | -34.9% | +75.4% | +10.0% |
| All | -12.0% | -48.5% | +36.5% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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