-42.5%
CHWY vs SARO
-7.4%
-35.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.4% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | -1.5% | -20.0% | +18.5% | +3.9% |
| 3M | +13.6% | -2.9% | +16.5% | +14.4% |
| 6M | -7.3% | -17.7% | +10.4% | -4.8% |
| YTD | -28.4% | -13.5% | -14.9% | -26.1% |
| 1Y | -42.5% | -9.7% | -32.8% | -40.6% |
| All | -42.5% | -7.4% | -35.1% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling