+116.7%
SMH vs CHYM
-23.3%
+140.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | +0.3% | -2.3% | +2.5% | +0.5% |
| 30D | -2.8% | +4.4% | -7.2% | -3.4% |
| 3M | -6.7% | +91.3% | -98.0% | -15.2% |
| 6M | +41.8% | +44.0% | -2.2% | +32.7% |
| YTD | +57.9% | +31.1% | +26.8% | +48.8% |
| 1Y | +87.6% | +37.8% | +49.8% | +74.3% |
| All | +116.7% | -23.3% | +140.0% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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