-78.7%
SMR vs CHYM
-23.3%
-55.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.7% | -16.2% |
| 7D | -11.2% | -2.3% | -9.0% | -10.8% |
| 30D | -10.2% | +4.4% | -14.6% | -12.7% |
| 3M | -10.0% | +91.3% | -101.3% | -39.1% |
| 6M | -30.5% | +44.0% | -74.4% | -44.8% |
| YTD | -39.2% | +31.1% | -70.3% | -50.1% |
| 1Y | -75.5% | +37.8% | -113.4% | -80.3% |
| All | -78.7% | -23.3% | -55.4% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling