+21.6%
SWKS vs CHYM
-24.0%
+45.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -5.4% | +15.2% | +10.1% |
| 7D | +17.5% | -2.9% | +20.4% | +17.6% |
| 30D | +23.0% | +3.0% | +20.0% | +22.6% |
| 3M | +19.5% | +98.7% | -79.2% | +13.5% |
| 6M | +54.3% | +46.4% | +7.9% | +48.5% |
| YTD | +35.3% | +29.8% | +5.5% | +30.8% |
| 1Y | +17.9% | +40.5% | -22.6% | +12.6% |
| All | +21.6% | -24.0% | +45.6% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling