+19.7%
SWKS vs CHYM
-24.3%
+44.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -3.1% | +15.4% | -18.5% | -3.7% |
| 30D | +8.3% | +8.2% | +0.2% | +8.0% |
| 3M | +20.2% | +5.5% | +14.8% | +19.8% |
| 6M | +24.9% | +76.6% | -51.7% | +19.4% |
| YTD | +33.2% | +29.3% | +3.9% | +28.9% |
| 1Y | +23.6% | +53.1% | -29.5% | +17.8% |
| All | +19.7% | -24.3% | +44.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling